Itô Integrals

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

Abstract

We recall the definition of the Itô integral with respect to a local continuous martingale and then with respect to a semimartingale specifying the case of the Brownian motion. We show that the forward (resp., symmetric) integral is the natural extension of the Itô (resp., Stratonovich) integrals.

Original languageEnglish
Title of host publicationBocconi and Springer Series
PublisherSpringer-Verlag Italia s.r.l.
Pages165-198
Number of pages34
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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