On Integration-by-parts and the Itô Formula for Backwards Itô Integral
In this paper, we derive integration-by-parts for-mula using the generalized Riemann approach to stochastic calculus called the backwards Itô integral. Moreover, we use integration-by-parts formula to deduce the Itô formula for the backwards Itô integral.
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Archīum Ateneo
2011
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ph-ateneo-arc.mathematics-faculty-pubs-10082020-02-27T07:05:31Z On Integration-by-parts and the Itô Formula for Backwards Itô Integral Cabral, Emmanuel A Arcede, Jayrold In this paper, we derive integration-by-parts for-mula using the generalized Riemann approach to stochastic calculus called the backwards Itô integral. Moreover, we use integration-by-parts formula to deduce the Itô formula for the backwards Itô integral. 2011-01-01T08:00:00Z text https://archium.ateneo.edu/mathematics-faculty-pubs/9 https://www.researchgate.net/publication/264011137_On_Integration-by-parts_and_the_Ito_Formula_for_Backwards_Ito_Integral Mathematics Faculty Publications Archīum Ateneo Analysis Mathematics |
| institution |
Ateneo De Manila University |
| building |
Ateneo De Manila University Library |
| country |
Philippines |
| collection |
archium.Ateneo Institutional Repository |
| topic |
Analysis Mathematics |
| spellingShingle |
Analysis Mathematics Cabral, Emmanuel A Arcede, Jayrold On Integration-by-parts and the Itô Formula for Backwards Itô Integral |
| description |
In this paper, we derive integration-by-parts for-mula using the generalized Riemann approach to stochastic calculus called the backwards Itô integral. Moreover, we use integration-by-parts formula to deduce the Itô formula for the backwards Itô integral. |
| format |
text |
| author |
Cabral, Emmanuel A Arcede, Jayrold |
| author_facet |
Cabral, Emmanuel A Arcede, Jayrold |
| author_sort |
Cabral, Emmanuel A |
| title |
On Integration-by-parts and the Itô Formula for Backwards Itô Integral |
| title_short |
On Integration-by-parts and the Itô Formula for Backwards Itô Integral |
| title_full |
On Integration-by-parts and the Itô Formula for Backwards Itô Integral |
| title_fullStr |
On Integration-by-parts and the Itô Formula for Backwards Itô Integral |
| title_full_unstemmed |
On Integration-by-parts and the Itô Formula for Backwards Itô Integral |
| title_sort |
on integration-by-parts and the itô formula for backwards itô integral |
| publisher |
Archīum Ateneo |
| publishDate |
2011 |
| url |
https://archium.ateneo.edu/mathematics-faculty-pubs/9 https://www.researchgate.net/publication/264011137_On_Integration-by-parts_and_the_Ito_Formula_for_Backwards_Ito_Integral |
| _version_ |
1681506522137362432 |