Stratonovich-type integral with respect to a general stochastic measure

DOI10.1080/17442508.2016.1197924zbMath1352.60075arXiv1606.05792OpenAlexW2465261529MaRDI QIDQ2833715

Vadym M. Radchenko

Publication date: 25 November 2016

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1606.05792

zbMATH Keywords

stochastic equationsstochastic integralsStratonovich integralstochastic measureDoss-Sussmann transformationstrong cubic variation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Sample path properties (60G17) Stochastic integrals (60H05) Random measures (60G57)

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