{"paper":{"title":"Multiple Stratonovich integral and Hu--Meyer formula for L\\'{e}vy processes","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"math.PR","authors_text":"Frederic Utzet, Maria Jolis, Merc\\`e Farr\\'e","submitted_at":"2008-02-21T13:53:18Z","abstract_excerpt":"In the framework of vector measures and the combinatorial approach to stochastic multiple integral introduced by Rota and Wallstrom [Ann. Probab. 25 (1997) 1257--1283], we present an It\\^{o} multiple integral and a Stratonovich multiple integral with respect to a L\\'{e}vy process with finite moments up to a convenient order. In such a framework, the Stratonovich multiple integral is an integral with respect to a product random measure whereas the It\\^{o} multiple integral corresponds to integrate with respect to a random measure that gives zero mass to the diagonal sets. A general Hu--Meyer fo"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"0802.3112","kind":"arxiv","version":2},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}