stratonovich integral
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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

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.

scholarly journals Multiple Stratonovich integral and Hu–Meyer formula for Lévy processes

2010 ◽  
Vol 38 (6) ◽  
pp. 2136-2169 ◽  
Author(s):  
Mercè Farré ◽  
Maria Jolis ◽  
Frederic Utzet
Keyword(s):  
Lévy Processes ◽  
Levy Processes ◽  
Stratonovich Integral
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