On the relation between the Itô and Stratonovich integrals in Hilbert spaces


We examine the relation between the Itô and Stratonovich integrals in Hilbert spaces. A transition formula has origin in the correction term of the Wong-Zakai approximation theorem.


stochastic integrals; Wong-Zakai approximations

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Published : 2004-09-30

TwardowskaK., & NowakA. (2004). On the relation between the Itô and Stratonovich integrals in Hilbert spaces. Annales Mathematicae Silesianae, 18, 49-63. Retrieved from https://www.journals.us.edu.pl/index.php/AMSIL/article/view/14091

Krystyna Twardowska  tward@alpha.mini.pw.edu.pl
Wydział Matematyki i Nauk Informacyjnych, Politechnika Warszawska  Poland
Agata Nowak 
Katedra Matematyki, Politechnika Rzeszowska im. Ignacego Łukasiewicza  Poland

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