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  • Shigeyoshi Ogawa
    978-4-431-56576-5
    2017
    Edition 1
    • Is the first book on a stochastic calculus of noncausal nature based on the noncausal stochastic integral introduced by the author in 1979
    • Begins with the study of fundamental properties of the noncausal stochastic integral by the author
    • Refers to the relation with other stochastic integrals, causal or not, such as the symmetric integrals and the anticipative integral by A. Skorokhod
    • Develops the theory along with the study of various noncausal problems in stochastic calculus, most of which are about functional equations
    • Includes supplementary material: sn.pub/extras

    €180

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