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Elements of Non-causal Calculus

  • Nancy Université

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

Abstract

We recall the stochastic calculus for anticipating integrands based on the very fruitful enlargement of filtrations technique. In this chapter we present some connections of that theory with the stochastic calculus via regularizations via the expression of substitution formulae.

Original languageEnglish
Title of host publicationBocconi and Springer Series
PublisherSpringer-Verlag Italia s.r.l.
Pages373-394
Number of pages22
DOIs
Publication statusPublished - 1 Jan 2022

Publication series

NameBocconi and Springer Series
Volume11
ISSN (Print)2039-1471
ISSN (Electronic)2039-148X

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