{"title":"一类随机变量的线性分解与预测积分","authors":"ching-tang wu, J. Yen","doi":"10.31390/JOSA.2.1.06","DOIUrl":null,"url":null,"abstract":"In this paper, we construct an anticipating stochastic integral by linearly decompose a class of non Ft-measurable random variables. The result is applied to the derivation of the Itô formula.","PeriodicalId":263604,"journal":{"name":"Journal of Stochastic Analysis","volume":"6 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2021-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Linear Decomposition and Anticipating Integral for Certain Random Variables\",\"authors\":\"ching-tang wu, J. Yen\",\"doi\":\"10.31390/JOSA.2.1.06\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"In this paper, we construct an anticipating stochastic integral by linearly decompose a class of non Ft-measurable random variables. The result is applied to the derivation of the Itô formula.\",\"PeriodicalId\":263604,\"journal\":{\"name\":\"Journal of Stochastic Analysis\",\"volume\":\"6 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2021-03-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Stochastic Analysis\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.31390/JOSA.2.1.06\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Stochastic Analysis","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.31390/JOSA.2.1.06","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Linear Decomposition and Anticipating Integral for Certain Random Variables
In this paper, we construct an anticipating stochastic integral by linearly decompose a class of non Ft-measurable random variables. The result is applied to the derivation of the Itô formula.
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