Abstract
We have seen in the previous chapter that the theory of Itô calculus was established after the introduction of the stochastic integral called the Itô integral and that this causal integral has two important features as follows.
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Ogawa, S. (2017). Noncausal Calculus. In: Noncausal Stochastic Calculus. Springer, Tokyo. https://doi.org/10.1007/978-4-431-56576-5_3
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DOI: https://doi.org/10.1007/978-4-431-56576-5_3
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Publisher Name: Springer, Tokyo
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Online ISBN: 978-4-431-56576-5
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