Journal of Mathematical Sciences

, Volume 91, Issue 3, pp 2962–2974 | Cite as

Quasi-integrals and stochastic integration along sample paths

  • F. S. Nasyrov
Article
  • 11 Downloads

Abstract

We construct deterministic analogues of the Stratonovich and Itô stochastic integrals, which coincide with the classical stochastic integrals in the case of the Wiener process.

Keywords

Local Time Sample Path Wiener Process Nondecreasing Function Borel Function 
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Copyright information

© Plenum Publishing Corporation 1998

Authors and Affiliations

  • F. S. Nasyrov
    • 1
  1. 1.Department of MathematicsUfa State Aviation UniversityUfaRussia

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