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Noncausal Calculus

In: Noncausal Stochastic Calculus

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  • Shigeyoshi Ogawa

    (Ritsumeikan University, Department of Mathematical Sciences)

Abstract

We have seen in the previous chapter that the theory of Itô calculus was established after the introduction of the stochastic integral called the Itô integral and that this causal integral has two important features as follows.

Suggested Citation

  • Shigeyoshi Ogawa, 2017. "Noncausal Calculus," Springer Books, in: Noncausal Stochastic Calculus, chapter 0, pages 51-81, Springer.
    • Handle: RePEc:spr:sprchp:978-4-431-56576-5_3
    DOI: 10.1007/978-4-431-56576-5_3
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