On the Ito formula of noncausal type

DOI10.3792/PJAA.60.249zbMath0563.60051OpenAlexW2008781658MaRDI QIDQ1057569

Shigeyoshi Ogawa, Takeshi Sekiguchi

Publication date: 1984

Published in: Proceedings of the Japan Academy. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3792/pjaa.60.249

zbMATH Keywords

formula of Ito's typestochastic integral of noncausal type

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)

Related Items (2)

Mean value theorems for the noncausal stochastic integral ⋮ Noncausal calculus approach to Wong-Zakai's theorem on the approximation of SDE by physically realizable model

Cites Work

• Sur la question d'existence de solutions d'une équation différentielle stochastique du type noncausal. (On the existence of solutions of a stochastic differential equation of noncausal type)
• Unnamed Item

This page was built for publication: On the Ito formula of noncausal type