Fundamental Theorem of Calculus for the 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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Archīum Ateneo
2011
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| 在線閱讀: | https://archium.ateneo.edu/mathematics-faculty-pubs/89 http://www.cabralea.com/uploads/1/3/2/1/13217737/ftc_for_backwards_ito.pdf |
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