Noncausal Stochastic Calculus

DOI10.1007/978-4-431-56576-5zbMath1381.60003OpenAlexW2738221195MaRDI QIDQ4976870

Shigeyoshi Ogawa

Publication date: 2 August 2017

Full work available at URL: https://doi.org/10.1007/978-4-431-56576-5

zbMATH Keywords

Brownian motionnoncausal stochastic integralhypothesis of causality

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Probabilistic methods for one variable harmonic analysis (42A61)

Related Items (7)

A third representation of Feynman-Kac-Itô formula with singular magnetic vector potential ⋮ Mean value theorems for the noncausal stochastic integral ⋮ Reconstruction of a noncausal function from its SFCs by Bohr convolution ⋮ Derivation formulas of noncausal finite variation processes from the stochastic Fourier coefficients ⋮ Noncausal calculus approach to Wong-Zakai's theorem on the approximation of SDE by physically realizable model ⋮ On the stochastic differentiability of noncausal processes with respect to the process with quadratic variation ⋮ Some aspects of strong inversion formulas of an SFT

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