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Original Articles

Stratonovich integral and trace

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Pages 203-220 | Received 31 Mar 1989, Published online: 04 Apr 2007
 

Abstract

Conditions for the existence of ordinary and double Stratonovich integrals of non-adapted processes are studied in terms of a suitable definition of “trace”; the processes are presumed to be sufficiently regulars in the Malliavin calculus sense. A proof of the Hu-Meyer formula for the multiple Stratonovich integral of deterministic integrands is presented.

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