Noncausal Calculus

Shigeyoshi Ogawa ()
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Shigeyoshi Ogawa: Ritsumeikan University, Department of Mathematical Sciences

Chapter Chapter 3 in Noncausal Stochastic Calculus, 2017, pp 51-81 from Springer

Abstract: Abstract We have seen in the previous chapter that the theory of Itô calculus was established after the introduction of the stochastic integral called the Itô integral and that this causal integral has two important features as follows.

Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-4-431-56576-5_3

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DOI: 10.1007/978-4-431-56576-5_3

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