Noncausal Stochastic Calculus
This book presents an elementary introduction to the theory of noncausal stochastic calculus that arises as a natural alternative to the standard theory of stochastic calculus founded in 1944 by Professor Kiyoshi Itô. As is generally known, Itô Calculus is essentially based on the "hypothesis o...
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| Format: | Electronic eBook |
| Language: | English |
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Tokyo :
Springer Japan : Imprint: Springer,
2017.
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| Online Access: | Full Text via HEAL-Link |
Table of Contents:
- 1 Introduction – Why the Causality?
- 2 Preliminary – Causal calculus
- 3 Noncausal Calculus
- 4 Noncausal Integral and Wiener Chaos
- 5 Noncausal SDEs
- 6 Brownian Particle Equation
- 7 Noncausal SIE
- 8 Stochastic Fourier Transformation
- 9 Appendices to Chapter 2
- 10 Appendices 2 – Comments and Proofs
- Index.
