Fundamental Theorem of Calculus for Backwards Ito Integral

In this paper, a definition of backwards stochastic differentiation is introduced. A necessary and sufficient set of conditions for backwards Ito integration and differentiation to be reversible processes is given. Backwards Ito integration is defined using the generalized Riemann approach.

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Bibliographic Details
Main Authors:	Arcede, Jayrold, Cabral, Emmanuel A
Format:	text
Published:	Archīum Ateneo 2013
Subjects:	Backwards Ito integral backwards L2-martingale AC2-property Mathematics
Online Access:	https://archium.ateneo.edu/mathematics-faculty-pubs/60 https://www.researchgate.net/publication/272093282_Fundamental_Theorem_of_Calculus_for_Backwards_Ito_Integral
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Institution:	Ateneo De Manila University

id	ph-ateneo-arc.mathematics-faculty-pubs-1060
record_format	eprints
spelling	ph-ateneo-arc.mathematics-faculty-pubs-10602020-03-13T06:26:35Z Fundamental Theorem of Calculus for Backwards Ito Integral Arcede, Jayrold Cabral, Emmanuel A In this paper, a definition of backwards stochastic differentiation is introduced. A necessary and sufficient set of conditions for backwards Ito integration and differentiation to be reversible processes is given. Backwards Ito integration is defined using the generalized Riemann approach. 2013-01-01T08:00:00Z text https://archium.ateneo.edu/mathematics-faculty-pubs/60 https://www.researchgate.net/publication/272093282_Fundamental_Theorem_of_Calculus_for_Backwards_Ito_Integral Mathematics Faculty Publications Archīum Ateneo Backwards Ito integral backwards L2-martingale AC2-property Mathematics
institution	Ateneo De Manila University
building	Ateneo De Manila University Library
country	Philippines
collection	archium.Ateneo Institutional Repository
topic	Backwards Ito integral backwards L2-martingale AC2-property Mathematics
spellingShingle	Backwards Ito integral backwards L2-martingale AC2-property Mathematics Arcede, Jayrold Cabral, Emmanuel A Fundamental Theorem of Calculus for Backwards Ito Integral
description	In this paper, a definition of backwards stochastic differentiation is introduced. A necessary and sufficient set of conditions for backwards Ito integration and differentiation to be reversible processes is given. Backwards Ito integration is defined using the generalized Riemann approach.
format	text
author	Arcede, Jayrold Cabral, Emmanuel A
author_facet	Arcede, Jayrold Cabral, Emmanuel A
author_sort	Arcede, Jayrold
title	Fundamental Theorem of Calculus for Backwards Ito Integral
title_short	Fundamental Theorem of Calculus for Backwards Ito Integral
title_full	Fundamental Theorem of Calculus for Backwards Ito Integral
title_fullStr	Fundamental Theorem of Calculus for Backwards Ito Integral
title_full_unstemmed	Fundamental Theorem of Calculus for Backwards Ito Integral
title_sort	fundamental theorem of calculus for backwards ito integral
publisher	Archīum Ateneo
publishDate	2013
url	https://archium.ateneo.edu/mathematics-faculty-pubs/60 https://www.researchgate.net/publication/272093282_Fundamental_Theorem_of_Calculus_for_Backwards_Ito_Integral
_version_	1681506545752342528

Fundamental Theorem of Calculus for Backwards Ito Integral

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