Title

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.

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