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Preliminary – Causal Calculus

In: Noncausal Stochastic Calculus

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  • Shigeyoshi Ogawa

    (Ritsumeikan University, Department of Mathematical Sciences)

Abstract

The theory of noncausal calculus is an alternative to the causal theory of Itô calculus but is not quite independent of it. As we will see in the main part of this book that starts from Chap. 3 , our noncausal theory stands as a natural extension of the causal theory of Itô calculus, to be more precise, the causal theory based on the stochastic integral called symmetric integrals Symmetric integral . We may emphasize that at this point our noncausal theory keeps a large part of its raisons d’être.

Suggested Citation

  • Shigeyoshi Ogawa, 2017. "Preliminary – Causal Calculus," Springer Books, in: Noncausal Stochastic Calculus, chapter 0, pages 11-50, Springer.
    • Handle: RePEc:spr:sprchp:978-4-431-56576-5_2
    DOI: 10.1007/978-4-431-56576-5_2
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