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- W4366456095 abstract "A stochastic integral for anticipating integrands was introduced by Ayed and Kuo in 2008. Riemann–Stieltjes sums were considered, where the adapted part of the integrand was evaluated at the left endpoints of the subintervals, while the instantly independent part was evaluated at the right endpoints. Since then, many results have been proved, such as formulas for differentials. In this paper, the Stratonovich counterpart of the Ayed–Kuo integral is investigated. In its simplest version, it is proved that, analogously to the classical stochastic integration theory for adapted processes, the fundamental theorem of calculus holds. Consequences, extensions, and limitations are discussed in detail." @default.
- W4366456095 created "2023-04-22" @default.
- W4366456095 creator A5005181342 @default.
- W4366456095 date "2023-04-12" @default.
- W4366456095 modified "2023-10-14" @default.
- W4366456095 title "A Stratonovich integral for anticipating processes" @default.
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- W4366456095 doi "https://doi.org/10.1002/mma.9272" @default.
- W4366456095 hasPublicationYear "2023" @default.
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