A Note on Stochastic Integrals as L-curves
نویسنده
چکیده
In a work of van Gaans (2005a) stochastic integrals are regarded as L2-curves. In Filipović and Tappe (2008) we have shown the connection to the usual Itô-integral for càdlàg-integrands. The goal of this note is to complete this result and to provide the full connection to the Itô-integral. We also sketch an application to stochastic partial differential equations.
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تاریخ انتشار 2010