Forward, backward and symmetric stochastic integration (Q1326273): Difference between revisions
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scientific article; zbMATH DE number 569009
| Language | Label | Description | Also known as |
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| English | Forward, backward and symmetric stochastic integration |
scientific article; zbMATH DE number 569009 |
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Forward, backward and symmetric stochastic integration (English)
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14 July 1994
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We define three types of non causal stochastic integrals: forward, backward and symmetric. Our approach consists in approximating the integrator. Two optics are considered: the first one is based on traditional usual stochastic calculus and the second one on Wiener distributions.
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non causal stochastic integrals
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Wiener distributions
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