On the Relation Between the Stratonovich and Ogawa Integrals
Nualart, D. ; Zakai, M.
Ann. Probab., Tome 17 (1989) no. 4, p. 1536-1540 / Harvested from Project Euclid
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It is shown that for a suitable definition of the nonadapted Stratonovich stochastic integral, the existence of the Ogawa integral implies that the Stratonovich integral exists and the two are equal.
Publié le : 1989-10-14
Classification:  Nonadapted stochastic integrals,  Stratonovich integrals,  60H05 
@article{1176991172,
     author = {Nualart, D. and Zakai, M.},
     title = {On the Relation Between the Stratonovich and Ogawa Integrals},
     journal = {Ann. Probab.},
     volume = {17},
     number = {4},
     year = {1989},
     pages = { 1536-1540},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176991172}
}

Nualart, D.; Zakai, M. On the Relation Between the Stratonovich and Ogawa Integrals. Ann. Probab., Tome 17 (1989) no. 4, pp.  1536-1540. http://gdmltest.u-ga.fr/item/1176991172/