A Characterization of Backwards It\^{o} Integral to a Set of Singularities in $\Gamma_\epsilon$

Jayrold P. Arcede, Emmanuel A. Cabral

Abstract


In this paper, we give a characterization between backwards It\^{o} integrability and the set of singularities in $\Gamma_\e$.

Keywords


$AC^2$-property, backwards It\^{o} integral, backwards $L^2$-martingale

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Copyright (c) 2015 Jayrold P. Arcede, Emmanuel A. Cabral

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