A generalization of Itô's lemma (Q1097580)

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A generalization of Itô's lemma
scientific article

    Statements

    title
    A generalization of Itô's lemma (English)
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    publication date
    1987
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    zbMATH Keywords
    white noise analysis
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    non anticipatory conditions
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    Itô type lemma
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    author
    Joachim Asch
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    Juergen Potthoff
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    Identifiers

    DOI
    10.3792/pjaa.63.289
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    Mathematics Subject Classification ID
    60H05
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    60G20
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    60J65
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    46F25
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    zbMATH DE Number
    4034790
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    OpenAlex ID
    W2034604554
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    Wikidata QID
    Q124986707
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