Geodesic
Semimartingale measure in the investigation of Stratonovich-type stochastic integrals and inclusions
Discussiones Mathematicae. Probability and Statistics, Tome 35 (2015) no. 1-2, pp. 7-27

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A random measure associated to a semimartingale is introduced. We use it to investigate properties of several types of stochastic integrals and properties of the solution set of Stratonovich-type stochastic inclusion.
Keywords: forward, backward and symmetric integral, time-reversible process, semimartingale measure, set-valued stochastic integral, Stratonovich inclusion 
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     title = {Semimartingale measure in the investigation of {Stratonovich-type} stochastic integrals and inclusions},
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Syga, Joachim. Semimartingale measure in the investigation of Stratonovich-type stochastic integrals and inclusions. Discussiones Mathematicae. Probability and Statistics, Tome 35 (2015) no. 1-2, pp. 7-27. http://geodesic.mathdoc.fr/item/DMPS_2015_35_1-2_a0/