On the Relation Between the Stratonovich and Ogawa Integrals

Nualart, David; Zakai, M.

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Issue Date

1989-02-05

Author

Nualart, David

Zakai, M.

Publisher

Institute of Mathematical Statistics (IMS)

Type

Article

Article Version

Scholarly/refereed, publisher version

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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.

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.

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