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arXiv · 1907.03258

A note on stochastic integrals as $L^2$-curves

Stefan Tappe
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Abstract

In a work of van Gaans (2005a) stochastic integrals are regarded as $L^2$-curves. In Filipovi\'{c} and Tappe (2008) we have shown the connection to the usual It\^o-integral for c\`adl\`ag-integrands. The goal of this note is to complete this result and to provide the full connection to the It\^o-integral. We also sketch an application to stochastic partial differential equations.

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Stefan Tappe. 2019-07-07. A note on stochastic integrals as $L^2$-curves. https://doi.org/10.1016/j.spl.2010.03.009

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