Introduction – Why the Causality?

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

Chapter Chapter 1 in Noncausal Stochastic Calculus, 2017, pp 1-10 from Springer

Abstract: Abstract We are concerned with an alternative theory of stochastic calculus, referred to nowadays with the adjective noncausal, that contrasts to the standard theory of Itô calculus. We would like to give in this chapter a historical sketch of the noncausal theory so as to convince ourselves of the necessity and importance of such a theory. The net lecture on noncausal theory begins from Chap. 3 , while in Chap. 2 we give as a preliminary for the main subject short reviews on such basic materials from the causal theory of Itô calculus as the Itô integral, as well as the symmetric integrals and B-derivatives.

Date: 2017
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DOI: 10.1007/978-4-431-56576-5_1

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