Geodesic
On Henstock-Kurzweil method to Stratonovich integral
Mathematica Bohemica, Tome 141 (2016) no. 2, pp. 129-142.

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We use the general Riemann approach to define the Stratonovich integral with respect to Brownian motion. Our new definition of Stratonovich integral encompass the classical Stratonovich integral and more importantly, satisfies the ideal Itô formula without the “tail” term, that is, $$ f(W_{t})= f(W_{0})+\int _{0}^{t}f'(W_{s})\circ {\rm d}W_{s}. $$ Further, the condition on the integrands in this paper is weaker than the classical one.
DOI : 10.21136/MB.2016.11
Classification : 26A39, 60H05
Keywords: Itô formula; Henstock-Kurzweil approach; Stratonovich integral 
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Yang, Haifeng; Toh, Tin Lam. On Henstock-Kurzweil method to Stratonovich integral. Mathematica Bohemica, Tome 141 (2016) no. 2, pp. 129-142. doi : 10.21136/MB.2016.11. http://geodesic.mathdoc.fr/articles/10.21136/MB.2016.11/

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