scholarly journals On Henstock-Kurzweil method to Stratonovich integral

2016 ◽  
Vol 141 (2) ◽  
pp. 129-142
Author(s):  
Haifeng Yang ◽  
Tin Lam Toh
Keyword(s):  
Stratonovich Integral

The anticipative Stratonovich integral in conuclear spaces

1996 ◽  
Vol 34 (1) ◽  
pp. 91-111
Author(s):  
T. Bojdecki ◽  
J. Jakubowski
Keyword(s):  
Stratonovich Integral

scholarly journals On Henstock Method to Stratonovich Integral with respect to Continuous Semimartingale

2014 ◽  
Vol 2014 ◽  
pp. 1-7 ◽  
Author(s):  
Haifeng Yang ◽  
Tin Lam Toh
Keyword(s):  
Stratonovich Integral ◽  
Classical Definition ◽  
Continuous Semimartingale ◽  
Definition Of

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.

Stratonovich integral and trace

1990 ◽  
Vol 29 (2) ◽  
pp. 203-220 ◽  
Author(s):  
J. LL. Solé ◽  
F. Utzet
Keyword(s):  
Stratonovich Integral
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