On Integration-by-parts and the Itô Formula for Backwards Itô Integral

• المؤلفون الرئيسيون: Cabral, Emmanuel A, Arcede, Jayrold
• التنسيق: text
• منشور في: Archīum Ateneo 2011
• الموضوعات: Analysis; Mathematics
• الوصول للمادة أونلاين: 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
• المؤسسة: Ateneo De Manila University

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.