Stochastic forward integrals for processes more general than semimartingales are shown to exist, generalized forms of Itô--Wentzell formula and covariation formula are proved, and one-dimensional ...

In this paper we modify the MEBDF method using the NDFs as predictors instead of the BDFs. We have done it in three different ways: changing both predictors of the MEBDF, changing only the first ...