On the stochastic differentiability of noncausal processes with respect to the process with quadratic variation

DOI10.1080/17442508.2023.2214266OpenAlexW4378375599MaRDI QIDQ6189979FDOQ6189979

Authors: Kiyoiki Hoshino 

Publication date: 5 February 2024

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2023.2214266

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zbMATH Keywords

quadratic variationquadratic covariationstochastic integralnoncausalstochastic derivativeanticipative

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic integrals (60H05)

Cites Work

• The Malliavin Calculus and Related Topics
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• Stochastic calculus with anticipating integrands
• Fourier series method for measurement of multivariate volatilities
• On a class of generalized Takagi functions with linear pathwise quadratic variation
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• The stochastic integral of noncausal type as an extension of the symmetric integrals
• On a Generalization of a Stochastic Integral
• Noncausal stochastic calculus
• Pathwise integration with respect to paths of finite quadratic variation
• On quadratic variation of martingales
• On a stochastic Fourier transformation
• Title not available (Why is that?)

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