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• W3211518199 abstract "In this small note we explicit the relation between Ito and Stratonovich integrals when conditional measure flow components are present in the integrands. The `correction' term involves Lions-type measure derivatives and clarifies which cross-correlations need to be taken into account. We cast the framework in relation to SDEs of mean-field type depending on conditional flows of measure. The result being trivial under full flows of measure." @default.
• W3211518199 created "2021-11-22" @default.
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• W3211518199 date "2021-11-05" @default.
• W3211518199 modified "2023-09-27" @default.
• W3211518199 title "On the relation between Stratonovich and Ito integrals with functional integrands of conditional measure flows" @default.
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