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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| Main Authors: | , |
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| 格式: | text |
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Archīum Ateneo
2011
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| 在線閱讀: | 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 |
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| 機構: | Ateneo De Manila University |
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