Skorohod and Stratonovich line integrals in the plane

J. Ll. Solé and F. Utzet

Stochastic Processes and their Applications, 1991, vol. 39, issue 2, 239-262

Abstract: In this paper stochastic line and J integrals in the plane in the Skorohod and Stratonovich sense are studied. Different kinds of traces are introduced to deduce the relationships between the Skorohod and Stratonovich integrals. A Green formula is obtained in both cases.

Keywords: two-parameter; processes; anticipative; calculus; line; integrals (search for similar items in EconPapers)
Date: 1991
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0304-4149(91)90081-M
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:39:y:1991:i:2:p:239-262

Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Stochastic Processes and their Applications is currently edited by T. Mikosch

More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().