An approach to the stochastic calculus in the non-Gaussian case

作者：Andrey A Dorogovtsev

来源：International Journal of Stochastic Analysis, 1995.

DOI：10.1155/s1048953395000323

• non-Gaussian stochastic process
• stochastic integral
• stochastic derivative
• Ito%26apos
• s formula.

We introduce and study a class of operators of stochastic differentiation and integration for non-Gaussian processes. As an application, we establish an analog of the It formula.

• 出版日期1995