Henstock's version of Itô's formula
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Publication:541382
DOI10.14321/realanalexch.35.2.0375zbMath1221.26015OpenAlexW2060680656MaRDI QIDQ541382
Publication date: 7 June 2011
Published in: Real Analysis Exchange (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.14321/realanalexch.35.2.0375
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The Itô-Henstock stochastic differential equations, Itô-Henstock integral and Itô's formula for the operator-valued stochastic process, Operator-valued stochastic differential equations in the context of Kurzweil-like equations, Backwards Itô-Henstock's version of Itô's formula