{"title":"关于连续半鞅的Stratonovich积分的Henstock方法","authors":"Haifeng Yang, T. Toh","doi":"10.1155/2014/534864","DOIUrl":null,"url":null,"abstract":"We will use the Henstock (or generalized Riemann) approach to define the Stratonovich integral with respect to continuous semimartingale in space. Our definition of Stratonovich integral encompasses the classical definition of Stratonovich integral.","PeriodicalId":196477,"journal":{"name":"International Journal of Stochastic Analysis","volume":"39 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2014-12-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":"{\"title\":\"On Henstock Method to Stratonovich Integral with respect to Continuous Semimartingale\",\"authors\":\"Haifeng Yang, T. Toh\",\"doi\":\"10.1155/2014/534864\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"We will use the Henstock (or generalized Riemann) approach to define the Stratonovich integral with respect to continuous semimartingale in space. Our definition of Stratonovich integral encompasses the classical definition of Stratonovich integral.\",\"PeriodicalId\":196477,\"journal\":{\"name\":\"International Journal of Stochastic Analysis\",\"volume\":\"39 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2014-12-18\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"2\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"International Journal of Stochastic Analysis\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1155/2014/534864\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"International Journal of Stochastic Analysis","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1155/2014/534864","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
On Henstock Method to Stratonovich Integral with respect to Continuous Semimartingale
We will use the Henstock (or generalized Riemann) approach to define the Stratonovich integral with respect to continuous semimartingale in space. Our definition of Stratonovich integral encompasses the classical definition of Stratonovich integral.
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