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On the relation between the Stratonovich and Ogawa integrals. (English) Zbl 0683.60035

The author shows the equivalence of the Ogawa integral (a stochastic integral of a nonadaptive stochastic process with respect to the Wiener process) with a certain definition of the nonadapted Stratonovich integral.
Reviewer: R.Curtain

MSC:

60H05 Stochastic integrals
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