On Henstock method to Stratonovich integral with respect to continuous semimartingale

DOI10.1155/2014/534864zbMath1325.60082OpenAlexW2136021040WikidataQ59047025 ScholiaQ59047025MaRDI QIDQ2019189

Tin Lam Toh, Hai-Feng Yang

Publication date: 27 March 2015

Published in: International Journal of Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/534864

zbMATH Keywords

continuous semimartingaleStratonovich integralHenstock method

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stochastic integrals (60H05)

Related Items

Approximation solution of nonlinear Stratonovich Volterra integral equations by applying modification of hat functions

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