Noncausal Integral and Wiener Chaos

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

Chapter Chapter 4 in Noncausal Stochastic Calculus, 2017, pp 83-89 from Springer

Abstract: Abstract In the previous chapter we have introduced the noncausal stochastic integral and shown some of its fundamental properties, especially we have studied the relation with the causal calculus around the Itô integral and the symmetric integral $$I_{1/2}$$ . We intend to give in this chapter a sketch of our noncausal calculus from the viewpoint of the theory of homogeneous chaos.

Keywords: Noncausal Stochastic Integrals; Causal Calculus; Homogeneous Chaos; Symmetric Integration; Skorokhod Integral (search for similar items in EconPapers)
Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-4-431-56576-5_4

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DOI: 10.1007/978-4-431-56576-5_4

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