Abstract
Let be a general stochastic measure, where we assume for
only
-additivity in probability and continuity of paths. We prove that the symmetric integral
is well defined. For stochastic equations with this integral, we obtain the existence and uniqueness of a solution.
Acknowledgements
The author acknowledges the support of Alexander von Humboldt Foundation under grant 1074615, and thanks Prof. M. Zähle for fruitful discussions during the preparation of this paper.
Notes
No potential conflict of interest was reported by the author.