On the relation between the Stratonovich and Ogawa integrals
type: Item
instance of: scholarly article
title: On the relation between the Stratonovich and Ogawa integrals
zbMATH Open document ID: 0683.60035
author: David Nualart
author: Moshe Zakai
published in: The Annals of Probability
publication date: 1989-01-01T00:00:00Z
review text: The author shows the equivalence of the Ogawa integral (a stochastic integral of a nonadaptive stochastic process with respect to the Wiener process) with a certain definition of the nonadapted Stratonovich integral.
Mathematics Subject Classification ID: 60H05
zbMATH DE Number: 4119346
zbMATH Keywords: nonadaptive stochastic process
zbMATH Keywords: nonadapted Stratonovich integral
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aop/1176991172
OpenAlex ID: W2068486809
DOI: 10.1214/AOP/1176991172
description: scientific article; zbMATH DE number 4119346