Fundamental Theorem of Calculus for the Backwards Ito Integral

Jayrold Arcede; Emmanuel A Cabral

Fundamental Theorem of Calculus for the Backwards Ito Integral

Ateneo de Manila University

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

Original language	American English
Journal	Mathematics Faculty Publications
State	Published - Jan 1 2011

Keywords

Backwards Ito integral
Backwards L2-martingale
AC2 - property

Disciplines

Mathematics

Access to Document

http://www.cabralea.com/uploads/1/3/2/1/13217737/ftc_for_backwards_ito.pdf

Cite this

@article{15d16cdda5d947dbb8a2dc73de80d8c4,

title = "Fundamental Theorem of Calculus for the Backwards Ito Integral",

keywords = "Backwards Ito integral, Backwards L2-martingale, AC2 - property",

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

note = "J.P. Arcede, E.A. Cabral. Fundamental Theorem of Calculus for the Backwards Ito Integral. Matimyas Matematika (Journal of the Mathematical Society of the Philippines), 34 (1), 1-9 (2011).",

year = "2011",

month = jan,

day = "1",

language = "American English",

journal = "Mathematics Faculty Publications",

}

TY - JOUR

T1 - Fundamental Theorem of Calculus for the Backwards Ito Integral

AU - Arcede, Jayrold

AU - Cabral, Emmanuel A

N1 - J.P. Arcede, E.A. Cabral. Fundamental Theorem of Calculus for the Backwards Ito Integral. Matimyas Matematika (Journal of the Mathematical Society of the Philippines), 34 (1), 1-9 (2011).

PY - 2011/1/1

Y1 - 2011/1/1

KW - Backwards Ito integral

KW - Backwards L2-martingale

KW - AC2 - property

UR - https://archium.ateneo.edu/mathematics-faculty-pubs/89

UR - http://www.cabralea.com/uploads/1/3/2/1/13217737/ftc_for_backwards_ito.pdf

M3 - Article

JO - Mathematics Faculty Publications

JF - Mathematics Faculty Publications

ER -

Fundamental Theorem of Calculus for the Backwards Ito Integral

Keywords

Disciplines

Access to Document

Other files and links

Cite this