Noncausal Stochastic Calculus - Shigeyoshi Ogawa
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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 of causality", asking random functions to be adapted to a natural filtration generated by Brownian motion or more ge ... Full description
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Description
More Information
| Author | Shigeyoshi Ogawa |
|---|---|
| Publisher | Springer Japan |
| Release year | 2017 |
| Cover type | Hardcover |
| EAN | 9784431565741 |