Abstract
In the previous chapter we have introduced the noncausal stochastic integral and shown some of its fundamental properties, especially we have studied the relation with the causal calculus around the Itô integral and the symmetric integral \(I_{1/2}\). We intend to give in this chapter a sketch of our noncausal calculus from the viewpoint of the theory of homogeneous chaos.
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Ogawa, S. (2017). Noncausal Integral and Wiener Chaos. In: Noncausal Stochastic Calculus. Springer, Tokyo. https://doi.org/10.1007/978-4-431-56576-5_4
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DOI: https://doi.org/10.1007/978-4-431-56576-5_4
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Publisher Name: Springer, Tokyo
Print ISBN: 978-4-431-56574-1
Online ISBN: 978-4-431-56576-5
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