Quadratic covariant and Stratonovich integral

DOI10.1007/BF00970809zbMath0724.60057OpenAlexW2009240201MaRDI QIDQ757991

Vigirdas Mackevičius

Publication date: 1990

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00970809

zbMATH Keywords

semimartingalesquadratic variationItô's formulaStratonovich semimartingale integral

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Cites Work

• Lectures on stochastic flows and applications. Delivered at the Indian Institute of Science, Bangalore, under the T.I.F.R.-I.I.Sc. programme in applications of mathematics. Notes by M. K. Ghosh
• Right-continuous solutions of systems of stochastic integral equations
• Stochastic differential equations and stochastic flows of diffeomorphisms
• Stochastic integration without tears
• Martingales dépendant d'un paramètre: une formule d'Ito
• On the existence and unicity of solutions of stochastic integral equations
• Unnamed Item

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