An equivalent definition for the backwards Itô integral

MaRDI QIDQ4910130zbMATH OpenFDO

Authors Jayrold P. Arcede, Emmanuel Cabral

Publication date 25 March 2013

Full work available at URL http://thaijmath.in.cmu.ac.th/index.php/thaijmath/article/view/83

zbMATH Keywords

backwards Itô integralfull divisionM-integralMcShane backwards Itô integral

Mathematics Subject Classification ID

Stochastic integrals (60H05) Brownian motion (60J65)

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Cited in

(8)

• A descriptive definition of the backwards Itô-Henstock integral
• Double Lusin condition and convergence theorems for the backwards Itô-Henstock integral
• Backwards Itô-Henstock's version of Itô's formula
• Some Results of Backward Itô Formula
• Backwards Itô-Henstock integral for the Hilbert-Schmidt-valued stochastic process
• A continuum model for nematic alignment of self-propelled particles
• Backward Itô's formula for sections of a fibered manifold
• Fundamental theorem of calculus for the backwards Itô integral

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