Talk:Stratonovich integral

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The section of advantages/disadvanteges of the Stratonovich integral displayed a strong bias towards application in financial math. I've edited this paragraph and added the applications of the Stratonovich integral in physics.

--193.175.8.13 (talk) 10:13, 30 January 2008 (UTC)


the formula for the transition from Ito to Stratonovich integral is in general not valid. Please check e.g. Protter pg. 82 —Preceding unsigned comment added by Georgi.dimitroff (talkcontribs) 10:30, 22 April 2008 (UTC)

Right, there is one sigma too many. I fixed that. Or do you mean something different? -- Jitse Niesen (talk) 13:50, 22 April 2008 (UTC)

The formula for the transition from Ito to Stratonovich integral is still invalid. The general formula however is correct. It might make sense to just give the conversion from an Ito SDE to the corresponding Stratonovich SDE instead. --137.205.192.27 (talk) 09:52, 21 July 2008 (UTC)


In the first section the definition is made with $\frac{X_{t_{i+1}}+X_{t_i}}{2}$ but then in the comparison with Ito integral it's ${X_{\frac{t_{i+1}+{t_i}}{2}$ used instead, without explanation.148.60.140.216 (talk) 09:19, 27 May 2016 (UTC)