Abstract
We recall the stochastic calculus for anticipating integrands based on the very fruitful enlargement of filtrations technique. In this chapter we present some connections of that theory with the stochastic calculus via regularizations via the expression of substitution formulae.
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Russo, F., Vallois, P. (2022). Elements of Non-causal Calculus. In: Stochastic Calculus via Regularizations. Bocconi & Springer Series, vol 11. Springer, Cham. https://doi.org/10.1007/978-3-031-09446-0_11
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DOI: https://doi.org/10.1007/978-3-031-09446-0_11
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