Forward,backward and symmetric stochastic integration |
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| Authors: | Francesco Russo Pierre Vallois |
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| Affiliation: | (1) UFR-MIM, Université de Provence, 3 Place Victor Hugo, F-13331 Marseille Cédex 3, France;(2) URA 224, CNRS, Laboratoire de Probabilités, Université Pierre et Marie Curie, Tour 56, 3e étage, 4 Place Jussieu, F-75252 Paris Cédex 05, France;(3) Present address: BIBOS, Universität Bielefeld, D-4800 Bielefeld, Germany |
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| Abstract: | Summary 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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| Keywords: | 60H05 60H07 60H30 60J65 |
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