The Itô and Stratonovich integrals for s
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Mircea Grigoriu
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Article
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1998
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Elsevier Science
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English
⚖ 808 KB
The relationship between the It6 and the Stratonovich integrals used for solving stochastic differential equations with Gaussian white noise is well known. However, this relationship seems to be less clear when dealing with stochastic differential equations driven by Poisson white noise. It is shown