Noncausal SDEs

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

Chapter Chapter 5 in Noncausal Stochastic Calculus, 2017, pp 91-107 from Springer

Abstract: Abstract The mainNoncausal SDEs objective of our attempt to construct a theory of noncausal stochastic calculus is to prepare a mathematical tool for the modelling and analysis of those noncausal problems or phenomena not only in mathematics or mathematical physics but also in various domains of mathematical sciences. Among them the study of noncausal functional equations, such as SDEs or SIEs in noncausal situations, should certainly be one of the most important subjects and as a matter of fact we have developed the theory being stimulated by such necessities. From this chapter on we are going to show how our noncausal theory works in the study of various functional equations and especially in this chapter we study the SDE in noncausal situations.

Date: 2017
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DOI: 10.1007/978-4-431-56576-5_5

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