Stratonovich integral and trace

Stochastics and Stochastics Reports ◽

10.1080/17442509008833614 ◽

1990 ◽

Vol 29 (2) ◽

pp. 203-220 ◽

Author(s):

J. LL. Solé ◽

F. Utzet

Keyword(s):

Stratonovich Integral

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The anticipative Stratonovich integral in conuclear spaces

Applied Mathematics & Optimization ◽

10.1007/bf01182475 ◽

1996 ◽

Vol 34 (1) ◽

pp. 91-111

Author(s):

T. Bojdecki ◽

J. Jakubowski

Keyword(s):

Stratonovich Integral

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The Feynman-Stratonovich semigroup and stratonovich integral expansions in nonlinear filtering

Applied Mathematics & Optimization ◽

10.1007/bf02683322 ◽

1997 ◽

Vol 35 (1) ◽

pp. 91-116

Author(s):

A. Budhiraja ◽

G. Kallianpur

Keyword(s):

Nonlinear Filtering ◽

Stratonovich Integral

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The stratonovich integral via the renormalization operator on fock space

Stochastics and Stochastics Reports ◽

10.1080/17442509608834041 ◽

1996 ◽

Vol 56 (3-4) ◽

pp. 161-178 ◽

Author(s):

David Betounes ◽

Mylan Redfern

Keyword(s):

Stratonovich Integral ◽

Renormalization Operator

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Weak convergence of the Stratonovich integral with respect to a class of Gaussian processes

Stochastic Processes and their Applications ◽

10.1016/j.spa.2012.06.008 ◽

2012 ◽

Vol 122 (10) ◽

pp. 3460-3505 ◽

Author(s):

Daniel Harnett ◽

David Nualart

Keyword(s):

Weak Convergence ◽

Gaussian Processes ◽

Stratonovich Integral

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On Stratonovich Integral Equations Driven by Continuous p-Semimartingales

Acta Applicandae Mathematicae ◽

10.1007/s10440-007-9141-y ◽

2007 ◽

Vol 97 (1-3) ◽

pp. 1-13

Author(s):

K. Kubilius

Keyword(s):

Integral Equations ◽

Stratonovich Integral

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On Henstock Method to Stratonovich Integral with respect to Continuous Semimartingale

International Journal of Stochastic Analysis ◽

10.1155/2014/534864 ◽

2014 ◽

Vol 2014 ◽

pp. 1-7 ◽

Author(s):

Haifeng Yang ◽

Tin Lam Toh

Keyword(s):

Stratonovich Integral ◽

Classical Definition ◽

Continuous Semimartingale ◽

We will use the Henstock (or generalized Riemann) approach to define the Stratonovich integral with respect to continuous semimartingale in L2 space. Our definition of Stratonovich integral encompasses the classical definition of Stratonovich integral.

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Central limit theorem for a Stratonovich integral with Malliavin calculus

The Annals of Probability ◽

10.1214/12-aop769 ◽

2013 ◽

Vol 41 (4) ◽

pp. 2820-2879 ◽

Author(s):

Daniel Harnett ◽

David Nualart

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Central Limit ◽

Malliavin Calculus ◽

Stratonovich Integral

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Weak convergence to the multiple Stratonovich integral

Stochastic Processes and their Applications ◽

10.1016/s0304-4149(00)00045-4 ◽

2000 ◽

Vol 90 (2) ◽

pp. 277-300 ◽

Author(s):

Xavier Bardina ◽

Maria Jolis

Keyword(s):

Weak Convergence ◽

Stratonovich Integral

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Quadratic covariation and Stratonovich integral

Lithuanian Mathematical Journal ◽

10.1007/bf00970809 ◽

1990 ◽

Vol 30 (3) ◽

pp. 260-267

Author(s):

V. Mackevičius

Keyword(s):

Stratonovich Integral ◽

Quadratic Covariation

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The weak Stratonovich integral with respect to fractional Brownian motion with Hurst parameter 1/6

Electronic Journal of Probability ◽

10.1214/ejp.v15-843 ◽

2010 ◽

Vol 15 (0) ◽

pp. 2117-2162 ◽

Author(s):

Ivan Nourdin ◽

Anthony Réveillac ◽

Jason Swanson

Keyword(s):

Brownian Motion ◽

Fractional Brownian Motion ◽

Hurst Parameter ◽

Stratonovich Integral

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