A note on stochastic integrals as $L^2$-curves
Probability
2025-11-21 v1
Abstract
In a work of van Gaans (2005a) stochastic integrals are regarded as -curves. In Filipovi\'{c} and Tappe (2008) we have shown the connection to the usual It\^o-integral for c\`adl\`ag-integrands. The goal of this note is to complete this result and to provide the full connection to the It\^o-integral. We also sketch an application to stochastic partial differential equations.
Keywords
Cite
@article{arxiv.1907.03258,
title = {A note on stochastic integrals as $L^2$-curves},
author = {Stefan Tappe},
journal= {arXiv preprint arXiv:1907.03258},
year = {2025}
}
Comments
6 pages