On Henstock method to Stratonovich integral with respect to continuous semimartingale
Summary: We use the Henstock (or generalized Riemann) approach to define the Stratonovich integral with respect to a continuous semimartingale in the \(L^2\) space. Our definition of Stratonovich integral encompasses the classical definition of Stratonovich integral.
scientific article; zbMATH DE number 6420148
scientific article