A generalization of Ito's formula
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Publication:1169751
DOI10.1016/0022-1236(82)90102-1zbMath0495.60050MaRDI QIDQ1169751
Publication date: 1982
Published in: Journal of Functional Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0022-1236(82)90102-1
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60J65: Brownian motion
60G20: Generalized stochastic processes
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Cites Work