On Henstock-Kurzweil method to Stratonovich integral

DOI10.21136/MB.2016.11zbMath1389.26016OpenAlexW2405377237MaRDI QIDQ2810137

Tin Lam Toh, Hai-Feng Yang

Publication date: 31 May 2016

Published in: Mathematica Bohemica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.21136/mb.2016.11

zbMATH Keywords

Itô formulaStratonovich integralHenstock-Kurzweil approach

Mathematics Subject Classification ID

Stochastic integrals (60H05) Denjoy and Perron integrals, other special integrals (26A39)

Related Items (2)

Stratonovich-Henstock integral for the operator-valued stochastic process ⋮ On Henstock method to Stratonovich integral with respect to continuous semimartingale

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