On the Relation Between the Stratonovich and Ogawa Integrals

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Issue Date
1989-02-05Author
Nualart, David
Zakai, M.
Publisher
Institute of Mathematical Statistics (IMS)
Type
Article
Article Version
Scholarly/refereed, publisher version
Metadata
Show full item recordAbstract
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.
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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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