Stratonovich integral and trace

DOI10.1080/17442509008833614zbMATH Open0706.60056OpenAlexW2024711330MaRDI QIDQ3486599FDOQ3486599

Frederic Utzet, Josép Lluis Solé

Publication date: 1990

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509008833614

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zbMATH Keywords

Stratonovich integralmultiparameter processesextended Stratonovich stochastic integralMalliavin derivatives of multiple Wiener-Ito decompositions

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic integrals (60H05)

Cited In (32)

• On Double Stratonovich Fractional Integrals and Some Strong and Weak Approximations
• Donsker Type Theorem for the Rosenblatt Process and a Binary Market Model
• A new approach to the series expansion of iterated Stratonovich stochastic integrals with respect to components of a multidimensional Wiener process. The case of arbitrary complete orthonormal systems in Hilbert space
• Modified trace is a symmetrised integral
• Approximation solution of nonlinear Stratonovich Volterra integral equations by applying modification of hat functions
• Green formulas in anticipating stochastic calculus
• Forward, backward and symmetric stochastic integration
• Title not available (Why is that?)
• On a multiple Stratonovich-type integral for some Gaussian processes
• On the convergence to the multiple Wiener-Itô integral
• Continuity with respect to the Hurst parameter of the laws of the multiple fractional integrals
• Convergence in law to the multiple fractional integral.
• Weak convergence to the multiple Stratonovich integral.
• A strong approximation for double subfractional integrals
• Multiple fractional integral with Hurst parameter less than \(\frac {1}{2}\)
• Multiple Stratonovich integral and Hu-Meyer formula for Lévy processes
• Skorohod and Stratonovich line integrals in the plane
• Convergence to SPDEs in Stratonovich form
• Approximation of Multiple Stratonovich Fractional Integrals
• Stochastic integration, trace and the skeleton of wiener functionals
• Title not available (Why is that?)
• Discrete-time approximations of stochastic delay equations: the Milstein scheme.
• Title not available (Why is that?)
• Title not available (Why is that?)
• \(n\)-covariation, generalized Dirichlet processes and calculus with respect to finite cubic variation processes.
• Title not available (Why is that?)
• The generalized Hu-Meyer formula for random kernels
• Title not available (Why is that?)
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• Power variation of multiple fractional integrals
• Henstock's multiple Wiener integral and Henstock's version of Hu-Meyer theorem
• A Wong–Zakai Type Approximation for Multiple Wiener–Stratonovich Integrals

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