A simple proof of functional Itô's lemma for semimartingales with an application (Q2637368): Difference between revisions
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Property / cites work: A functional extension of the Ito formula / rank | |||
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Latest revision as of 08:58, 7 July 2024
scientific article
Language | Label | Description | Also known as |
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English | A simple proof of functional Itô's lemma for semimartingales with an application |
scientific article |
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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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