Stratonovich积分两种定义的联系

Relation between Two Definitions of Stratonovich Integral

Stratonovich积分是随机分析中的重要工具 ,它有原始定义和流行定义两种定义形式 .给出原始定义与流行定义的联系 ,并且给出原始定义的存在性的一个简单的判定条件 .

Stratonovich integral is an important tool in stochastic analysis, but its original definition and general definition are essentially different. A relation between them and a sufficient condition for the existence of Stratonovich integral in original sense are given.