On the relation between the Stratonovich and Ogawa integrals
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DOI10.1214/AOP/1176991172zbMATH Open0683.60035OpenAlexW2068486809MaRDI QIDQ1824936FDOQ1824936
Authors: David Nualart, Moshe Zakai
Publication date: 1989
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176991172
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- Equality of symmetric stochastic integral and Itô and Stratonovich integrals
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- On a ogawa–type integral with application to the fractional brownian motion
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