Riemann integration on complex brownian paths
In this paper we are concerned with the relationship between the Ito and the Stratonovich integral. The purpose is to prove that the integrals coincide on a large class of complex valued processes
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| Veröffentlicht in: | Stochastic analysis and applications 1992-01, Vol.10 (3), p.351-361 |
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| Format: | Artikel |
| Sprache: | eng |
| Online-Zugang: | Volltext |
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| Zusammenfassung: | In this paper we are concerned with the relationship between the Ito and the Stratonovich integral. The purpose is to prove that the integrals coincide on a large class of complex valued processes |
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| ISSN: | 0736-2994 1532-9356 |
| DOI: | 10.1080/07362999208809274 |