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On the Relation Between the Stratonovich and Ogawa Integrals
| dc.contributor.author | Nualart, David | |
| dc.contributor.author | Zakai, M. | |
| dc.date.accessioned | 2015-03-12T16:22:15Z | |
| dc.date.available | 2015-03-12T16:22:15Z | |
| dc.date.issued | 1989-02-05 | |
| dc.identifier.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. | en_US |
| dc.identifier.uri | http://hdl.handle.net/1808/17063 | |
| dc.description | This is the published version, also available here: http://dx.doi.org/10.1214/aop/1176991172. | en_US |
| dc.description.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. | en_US |
| dc.publisher | Institute of Mathematical Statistics (IMS) | en_US |
| dc.subject | Stratonovich integrals | en_US |
| dc.subject | Nonadapted stochastic integrals | en_US |
| dc.title | On the Relation Between the Stratonovich and Ogawa Integrals | en_US |
| dc.type | Article | |
| kusw.kuauthor | Nualart, David | |
| kusw.kudepartment | Mathematics | en_US |
| dc.identifier.doi | 10.1214/aop/1176991172 | |
| kusw.oaversion | Scholarly/refereed, publisher version | |
| kusw.oapolicy | This item does not meet KU Open Access policy criteria. | |
| dc.rights.accessrights | openAccess |
