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Quasi-integrals and stochastic integration along sample paths
Authors:F. S. Nasyrov
Affiliation:(1) Department of Mathematics, Ufa State Aviation University, Chernyshevskogo. 112, 450000 Ufa, Russia
Abstract:We construct deterministic analogues of the Stratonovich and Itô stochastic integrals, which coincide with the classical stochastic integrals in the case of the Wiener process.
Keywords:
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