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On the Relation Between the Stratonovich and Ogawa Integrals
Nualart, David Zakai, M.
Nualart, David
Zakai, M.
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Abstract
It is shown that for a suitable definition of the nonadapted Stratonovich stochastic integral, the existence of the Ogawa integral implies that the Stratonovich integral exists and the two are equal.
Description
This is the published version, also available here: http://dx.doi.org/10.1214/aop/1176991172.
Date
1989-02-05
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Institute of Mathematical Statistics (IMS)
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Keywords
Stratonovich integrals, Nonadapted stochastic integrals
Citation
Nualart, D.; Zakai, M. On the Relation Between the Stratonovich and Ogawa Integrals. Ann. Probab. 17 (1989), no. 4, 1536--1540. http://dx.doi.org/10.1214/aop/1176991172.