A simple proof of functional Itô's lemma for semimartingales with an application (Q2637368): Difference between revisions
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| Property / Wikidata QID: Q124972922 / rank | |||
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| Property / cites work: Change of variable formulas for non-anticipative functionals on path space / rank | |||
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| Property / cites work: A functional extension of the Ito formula / rank | |||
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| Property / cites work: Q3911166 / rank | |||
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Latest revision as of 08:58, 7 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simple proof of functional Itô's lemma for semimartingales with an application |
scientific article |
Statements
A simple proof of functional Itô's lemma for semimartingales with an application (English)
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11 February 2014
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functional Itō lemma
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semimartingales
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optimal control
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