nualart.ortiz-latorre:08:ito-stratonovich¶
BibTeX Entry:
@article{nualart.ortiz-latorre:08:ito-stratonovich,
author = {Nualart, D. and Ortiz-Latorre, S.},
doi = {10.1016/j.spa.2007.11.002},
fjournal = {Stochastic Processes and their Applications},
issn = {0304-4149},
journal = {Stochastic Process. Appl.},
mrclass = {60H07 (60G15)},
mrnumber = {2454465},
mrreviewer = {Laurent Decreusefond},
number = {10},
pages = {1803--1819},
title = {An {I}t\^{o}-{S}tratonovich formula for {G}aussian processes: a {R}iemann sums approach},
url = {https://doi.org/10.1016/j.spa.2007.11.002},
volume = {118},
year = {2008}
}