Stratonovich integral and trace
From MaRDI portal
Publication:3486599
DOI10.1080/17442509008833614zbMath0706.60056OpenAlexW2024711330MaRDI QIDQ3486599
Frederic Utzet, Josep Lluís 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
Stratonovich integralmultiparameter processesextended Stratonovich stochastic integralMalliavin derivatives of multiple Wiener-Ito decompositions
Related Items
Forward, backward and symmetric stochastic integration, Approximation solution of nonlinear Stratonovich Volterra integral equations by applying modification of hat functions, A Wong–Zakai Type Approximation for Multiple Wiener–Stratonovich Integrals, Weak convergence to the multiple Stratonovich integral., Discrete-time approximations of stochastic delay equations: the Milstein scheme., Green formulas in anticipating stochastic calculus, Continuity with respect to the Hurst parameter of the laws of the multiple fractional integrals, Multiple Stratonovich integral and Hu-Meyer formula for Lévy processes, On a multiple Stratonovich-type integral for some Gaussian processes, Unnamed Item, Power variation of multiple fractional integrals, Skorohod and Stratonovich line integrals in the plane, Unnamed Item, Multiple fractional integral with Hurst parameter less than \(\frac {1}{2}\), Approximation of Multiple Stratonovich Fractional Integrals, A strong approximation for double subfractional integrals, On Double Stratonovich Fractional Integrals and Some Strong and Weak Approximations, On the convergence to the multiple Wiener-Itô integral, Donsker Type Theorem for the Rosenblatt Process and a Binary Market Model, Convergence to SPDEs in Stratonovich form, \(n\)-covariation, generalized Dirichlet processes and calculus with respect to finite cubic variation processes., Convergence in law to the multiple fractional integral., Henstock's multiple Wiener integral and Henstock's version of Hu-Meyer theorem
