Skip to main content
Log in

Quadratic covariation and Stratonovich integral

  • Published:
Lithuanian Mathematical Journal Aims and scope Submit manuscript

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Literature Cited

  1. C. Doléans-Dade, “On the existence and unicity of solutions of stochastic integral equations,“ Z. Wahrsch. verw. Geb.,36, 93–101 (1976).

    Google Scholar 

  2. C. Doléans-Dade and P. A. Meyer, “Equations differentielles stochastiques,” Lect. Notes Math,581. (Seminaire de Probabilitiés XI.) (1977), pp. 376–382.

    Google Scholar 

  3. H. Fölmer, “Calcul d'Itô sans probabilitiés,” Lect. Notes Math,850, (Seminaire de Probabilités XV.) (1981), pp. 143–150.

    Google Scholar 

  4. J. Jacod, “Calcul stochastique et problemes de martingales,” Lect. Notes Math,714 (1970).

  5. H. Kunita, “Some extensions of Ito's formula,” Lect. Notes Math,850. (Séminaire de Probabilités XV.) (1981) pp. 118–141.

    Google Scholar 

  6. H. Kunita, Lectures on Stochastic Flows and Applications, Springer-Verlag, Berlin (1986).

    Google Scholar 

  7. H. Kunita, “Stochastic differential equations and stochastic flows of diffeomorphisms,” Lect. Notes in Math,1097. (École d'Été de Probabilités de Saint-Flour XII-1982.) (1984) pp. 143–303.

    Google Scholar 

  8. P. A. Meyer, “Un cours sur les intégrales stochastiques,” Lect. Notes Math,511. (Seminaire de Probabilites X.) (1976) pp. 245–400.

    Google Scholar 

  9. P. Protter, “Right-continuous solutions of systems of stochastic integral equations,” J. Multivariate Analysis,7, 204–214 (1977).

    Google Scholar 

  10. P. Protter, “Stochastic integration without tears,” Stochastics,16, 294–325 (1986).

    Google Scholar 

  11. A.-S. Sznitman, “Martingales dépendent d'un paramètre: unde formule d'Ito,” Z. Wahrsch. verw. Geb.,60, 41–70 (1982).

    Google Scholar 

Download references

Authors

Additional information

Vilnius University. Translated from Litovskii Matematicheskii Sbornik (Lietuvos Matematikos Rinkinys), Vol. 30, No. 3, pp. 557–566, July–September, 1990.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Mackevičius, V. Quadratic covariation and Stratonovich integral. Lith Math J 30, 260–267 (1990). https://doi.org/10.1007/BF00970809

Download citation

  • Received:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF00970809

Keywords

Navigation