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Quasi sure analysis and Stratonovich anticipative stochastic differential equations

✍ Scribed by Paul Malliavin; David Nualart


Book ID
105113005
Publisher
Springer
Year
1993
Tongue
English
Weight
477 KB
Volume
96
Category
Article
ISSN
1432-2064

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πŸ“œ SIMILAR VOLUMES


The ItΓ΄ and Stratonovich integrals for s
✍ Mircea Grigoriu πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 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