Set-valued Stratonovich integral
Anna Góralczyk ; Jerzy Motyl
Discussiones Mathematicae Probability and Statistics, Tome 26 (2006), p. 63-81 / Harvested from The Polish Digital Mathematics Library
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The purpose of the paper is to introduce a set-valued Stratonovich integral driven by a one-dimensional Brownian motion. We discuss the existence of this integral and investigate its properties.

Publié le : 2006-01-01
EUDML-ID : urn:eudml:doc:277051 
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     year = {2006},
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Anna Góralczyk; Jerzy Motyl. Set-valued Stratonovich integral. Discussiones Mathematicae Probability and Statistics, Tome 26 (2006) pp. 63-81. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_7151_dmps_1075/

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