Stratonovich-type integral with respect to a general stochastic measure
Probability
2024-07-23 v1
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.
Cite
@article{arxiv.1606.05792,
title = {Stratonovich-type integral with respect to a general stochastic measure},
author = {Vadym Radchenko},
journal= {arXiv preprint arXiv:1606.05792},
year = {2024}
}
Comments
Stochastics: An International Journal of Probability and Stochastic Processes, 2016