Forward, backward and symmetric stochastic integration (Q1326273)

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Forward, backward and symmetric stochastic integration
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    Forward, backward and symmetric stochastic integration (English)
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    14 July 1994
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    We define three types of non causal stochastic integrals: forward, backward and symmetric. Our approach consists in approximating the integrator. Two optics are considered: the first one is based on traditional usual stochastic calculus and the second one on Wiener distributions.
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    non causal stochastic integrals
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    Wiener distributions
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