An Equivalent Definition for the Backwards Ito Integral

Authors

Jayrold Arcede
Emmanuel A. Cabral, Ateneo de Manila UniversityFollow

Document Type

Article

Publication Date

2011

Abstract

This paper aims to give an equivalent definition of backwards Ito integral that considers a full division on a compact interval [a,b].

Recommended Citation

J.P. Arcede, E.A. Cabral. An Equivalent Definition for the Backwards Ito Integral Integral. Thai Journal of Mathematics, 9, 619 - 630 (2011).