Stratonovich-type integral with respect to a general stochastic measure. Issue 7 (2nd October 2016)
- Record Type:
- Journal Article
- Title:
- Stratonovich-type integral with respect to a general stochastic measure. Issue 7 (2nd October 2016)
- Main Title:
- Stratonovich-type integral with respect to a general stochastic measure
- Authors:
- Radchenko, Vadym
- Abstract:
- Abstract : Let be a general stochastic measure, where we assume for only -additivity in probability and continuity of paths. We prove that the symmetric integral is well defined. For stochastic equations with this integral, we obtain the existence and uniqueness of a solution.
- Is Part Of:
- Stochastics. Volume 88:Issue 7(2016)
- Journal:
- Stochastics
- Issue:
- Volume 88:Issue 7(2016)
- Issue Display:
- Volume 88, Issue 7 (2016)
- Year:
- 2016
- Volume:
- 88
- Issue:
- 7
- Issue Sort Value:
- 2016-0088-0007-0000
- Page Start:
- 1060
- Page End:
- 1072
- Publication Date:
- 2016-10-02
- Subjects:
- Stochastic measure; Stratonovich integral; stochastic integrals; strong cubic variation; Doss–Sussmann transformation
60H05 -- 60G57 -- 60H10 -- 60G17
Stochastic processes -- Periodicals
Probabilities -- Periodicals
519.2 - Journal URLs:
- http://www.tandfonline.com/toc/gssr20/current ↗
http://www.tandfonline.com/ ↗
http://www.tandf.co.uk/journals/online/1744-2508.asp ↗ - DOI:
- 10.1080/17442508.2016.1197924 ↗
- Languages:
- English
- ISSNs:
- 1744-2508
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - 8465.330300
British Library DSC - BLDSS-3PM
British Library STI - ELD Digital store - Ingest File:
- 272.xml