Abstract
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 Itô formula.
Open Access
An approach to the stochastic calculus in the non-Gaussian case
Received01 Jan 1994
Revised01 Apr 1995
Copyright
Copyright © 1995 Hindawi Publishing Corporation. This is an open access article distributed under the
Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.