Published: 2004-09-30

On the relation between the Itô and Stratonovich integrals in Hilbert spaces

Krystyna Twardowska , Agata Nowak

Abstract

We examine the relation between the Itô and Stratonovich integrals in Hilbert spaces. A transition formula has origin in the correction term of the Wong-Zakai approximation theorem.

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Twardowska, K., & Nowak, A. (2004). On the relation between the Itô and Stratonovich integrals in Hilbert spaces. Annales Mathematicae Silesianae, 18, 49–63. Retrieved from https://journals.us.edu.pl/index.php/AMSIL/article/view/14091

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Domyślna okładka

Vol. 18 (2004)
Published: 2004-09-30


ISSN: 0860-2107
eISSN: 2391-4238
Ikona DOI 10.1515/amsil

Publisher
University of Silesia Press

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