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Skorohod and Stratonovich line integrals in the plane

Author

Listed:
  • Solé, J. Ll.
  • Utzet, F.

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.

Suggested Citation

  • Solé, J. Ll. & Utzet, F., 1991. "Skorohod and Stratonovich line integrals in the plane," Stochastic Processes and their Applications, Elsevier, vol. 39(2), pages 239-262, December.
    • Handle: RePEc:eee:spapps:v:39:y:1991:i:2:p:239-262
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    Cited by:

    1. Delgado, Rosario & Sanz-Solé, Marta, 1995. "Green formulas in anticipating stochastic calculus," Stochastic Processes and their Applications, Elsevier, vol. 57(1), pages 113-148, May.

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