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.
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| Format: | Article |
| Language: | English |
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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 |