On Henstock method to Stratonovich integral with respect to continuous semimartingale
type: Item
instance of: scholarly article
title: On Henstock method to Stratonovich integral with respect to continuous semimartingale
zbMATH Open document ID: 1325.60082
DOI: 10.1155/2014/534864
published in: International Journal of Stochastic Analysis
publication date: 2015-03-27T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 60G48
zbMATH DE Number: 6420148
zbMATH Keywords: Stratonovich integral
zbMATH Keywords: Henstock method
zbMATH Keywords: continuous semimartingale
Wikidata QID: Q59047025
author: Haifeng Yang
author: Tin Lam Toh
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2014/534864
OpenAlex ID: W2136021040
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description: scientific article; zbMATH DE number 6420148