An equivalent definition for the backwards itô integral

Jayrold P. Arcede; Emmanuel A. Cabral

An equivalent definition for the backwards itô integral

Department of Mathematics

Caraga State University

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	619-630
Number of pages	12
Journal	Thai Journal of Mathematics
Volume	9
Issue number	3
State	Published - Dec 2011

ASJC Scopus Subject Areas

General Mathematics

Keywords

Backwards Itô integral
M-integral
McShane backwards Itô integral

Cite this

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title = "An equivalent definition for the backwards it{\^o} integral",

keywords = "Backwards It{\^o} integral, M-integral, McShane backwards It{\^o} integral",

author = "Arcede, {Jayrold P.} and Cabral, {Emmanuel A.}",

year = "2011",

month = dec,

language = "English",

volume = "9",

pages = "619--630",

journal = "Thai Journal of Mathematics",

issn = "1686-0209",

publisher = "Chiang Mai University",

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AU - Cabral, Emmanuel A.

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KW - M-integral

KW - McShane backwards Itô integral

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JO - Thai Journal of Mathematics

JF - Thai Journal of Mathematics

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An equivalent definition for the backwards itô integral

ASJC Scopus Subject Areas

Keywords

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