Noncausal stochastic calculus

DOI10.1007/978-4-431-56576-5MaRDI QIDQ4976870zbMATH OpenOpenAlexFDO

Authors Shigeyoshi Ogawa

Publication date 2 August 2017

Full work available at URL https://doi.org/10.1007/978-4-431-56576-5

zbMATH Keywords

Brownian motionhypothesis of causalitynoncausal stochastic integral

Mathematics Subject Classification ID

Probabilistic methods for one variable harmonic analysis (42A61) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

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(19)

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• Some aspects of strong inversion formulas of an SFT
• A BPE model for the Burgers equation
• Mean value theorems for the noncausal stochastic integral
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• Ogawa integrability and a condition for convergence in the multidimensional case
• Noncausal calculus approach to the comparison theorem for solutions of SDEs
• A third representation of Feynman-Kac-Itô formula with singular magnetic vector potential

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