On the Relation of Anticipative Stratonovich and Symetric Integrals: a Decomposition Formula
نویسنده
چکیده
o m=l 0 where o denotes generalized Stratonovich integration and the equality is a.s. (cf. lemma 4). We use the criteria we derive to provide some new relations between Stratonovich and Ogawa integrals which do not go through an intermediate chaos decomposition as in [1]. The results below are an outgrowth of some extensions of the Ito lemma pointed out in [2], especially lemma (4.2) there. We end this introduction with several definitions, adapted mainly from [1] and [3]:
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