On Integration-by-parts and the Itô Formula for Backwards Itô Integral
Document Type
Article
Publication Date
2011
Abstract
In this paper, we derive integration-by-parts for-mula using the generalized Riemann approach to stochastic calculus called the backwards Itô integral. Moreover, we use integration-by-parts formula to deduce the Itô formula for the backwards Itô integral.
Recommended Citation
Cabral, Emmanuel A. and Arcede, Jayrold, (2011). On Integration-by-parts and the Itô Formula for Backwards Itô Integral. Archīum.ATENEO.
https://archium.ateneo.edu/mathematics-faculty-pubs/9