On the relation between the Stratonovich and Ogawa integrals

DOI10.1214/aop/1176991172zbMath0683.60035OpenAlexW2068486809MaRDI QIDQ1824936

David Nualart, Moshe Zakai

Publication date: 1989

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176991172

zbMATH Keywords

nonadapted Stratonovich integralnonadaptive stochastic process

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Related Items (11)

Approximation solution of nonlinear Stratonovich Volterra integral equations by applying modification of hat functions ⋮ Exponential integrator for stochastic strongly damped wave equation based on the Wong-Zakai approximation ⋮ A Fourier analysis based new look at integration ⋮ Multiple stochastic integrals constructed by special expansions of products of the integrating stochastic processes ⋮ Absolute Continuity under Time Shift of Trajectories and Related Stochastic Calculus ⋮ Maximum a posteriori estimation of elliptic Gaussian fields observed via a noisy nonlinear channel ⋮ Multiple Wiener-Ito integrals possessing a continuous extension ⋮ Multiple ogawa, stratonovich and skorohod anticipating integrals ⋮ Convergence to SPDEs in Stratonovich form ⋮ On a ogawa–type integral with application to the fractional brownian motion ⋮ Stochastic integration with respect to Gaussian processes.

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