Stratonovich integral and trace

DOI10.1080/17442509008833614MaRDI QIDQ3486599zbMATH OpenOpenAlexFDO

Authors Josép Lluis Solé, Frederic Utzet

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

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)

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Cited in

(33)

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• On Double Stratonovich Fractional Integrals and Some Strong and Weak Approximations
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• 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
• Approximation solution of nonlinear Stratonovich Volterra integral equations by applying modification of hat functions
• Modified trace is a symmetrised integral
• Green formulas in anticipating stochastic calculus
• Forward, backward and symmetric stochastic integration
• Mean-square approximation of iterated Ito and Stratonovich stochastic integrals: method of generalized multiple Fourier series. Application to numerical integration of Ito SDEs and semilinear SPDEs
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• 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
• Statistical mean and variance analysis for the dynamical behaviors of a stochastic Boussinesq equation
• Convergence to SPDEs in Stratonovich form
• Approximation of Multiple Stratonovich Fractional Integrals
• Stochastic integration, trace and the skeleton of wiener functionals
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• Discrete-time approximations of stochastic delay equations: the Milstein scheme.
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• \(n\)-covariation, generalized Dirichlet processes and calculus with respect to finite cubic variation processes.
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• The generalized Hu-Meyer formula for random kernels
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• Henstock's multiple Wiener integral and Henstock's version of Hu-Meyer theorem
• Power variation of multiple fractional integrals

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