Nonstandard definition of the Stratonovich integral
By using the relation between the Ito integral and the Stratonovich integral, a nonstandard definition of the Stratonovich integral is given.
| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Universidad Nacional de Colombia
1998-08-01
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| Series: | Revista Colombiana de Estadística |
| Online Access: | http://www.revistas.unal.edu.co/index.php/estad/article/view/31801 |
| _version_ | 1818491421651369984 |
|---|---|
| author | Muñoz de Ozak Myriam |
| author_facet | Muñoz de Ozak Myriam |
| author_sort | Muñoz de Ozak Myriam |
| collection | DOAJ |
| description | By using the relation between the Ito integral and the Stratonovich integral, a nonstandard definition of the Stratonovich integral is given. |
| first_indexed | 2024-12-10T17:30:37Z |
| format | Article |
| id | doaj.art-4b59bbe96dd445de96a200139428358e |
| institution | Directory Open Access Journal |
| issn | 0120-1751 |
| language | English |
| last_indexed | 2024-12-10T17:30:37Z |
| publishDate | 1998-08-01 |
| publisher | Universidad Nacional de Colombia |
| record_format | Article |
| series | Revista Colombiana de Estadística |
| spelling | doaj.art-4b59bbe96dd445de96a200139428358e2022-12-22T01:39:42ZengUniversidad Nacional de ColombiaRevista Colombiana de Estadística0120-17511998-08-012211725Nonstandard definition of the Stratonovich integralMuñoz de Ozak MyriamBy using the relation between the Ito integral and the Stratonovich integral, a nonstandard definition of the Stratonovich integral is given.http://www.revistas.unal.edu.co/index.php/estad/article/view/31801 |
| spellingShingle | Muñoz de Ozak Myriam Nonstandard definition of the Stratonovich integral Revista Colombiana de Estadística |
| title | Nonstandard definition of the Stratonovich integral |
| title_full | Nonstandard definition of the Stratonovich integral |
| title_fullStr | Nonstandard definition of the Stratonovich integral |
| title_full_unstemmed | Nonstandard definition of the Stratonovich integral |
| title_short | Nonstandard definition of the Stratonovich integral |
| title_sort | nonstandard definition of the stratonovich integral |
| url | http://www.revistas.unal.edu.co/index.php/estad/article/view/31801 |
| work_keys_str_mv | AT munozdeozakmyriam nonstandarddefinitionofthestratonovichintegral |