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| Main Author: | |
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| Format: | Preprint |
| Published: |
2019
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/1907.03258 |
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Table of Contents:
- In a work of van Gaans (2005a) stochastic integrals are regarded as $L^2$-curves. In Filipović and Tappe (2008) we have shown the connection to the usual Itô-integral for càdlàg-integrands. The goal of this note is to complete this result and to provide the full connection to the Itô-integral. We also sketch an application to stochastic partial differential equations.