A simple proof of functional Itô's lemma for semimartingales with an application (Q2637368)

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A simple proof of functional Itô's lemma for semimartingales with an application
scientific article

    Statements

    title
    A simple proof of functional Itô's lemma for semimartingales with an application (English)
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    author
    Shlomo Levental
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    Mark Schroder
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    Sumit Sinha
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    publication date
    11 February 2014
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    zbMATH Keywords
    functional Itō lemma
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    semimartingales
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    optimal control
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    Identifiers

    zbMATH DE Number
    6256827
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    OpenAlex ID
    W3124460149
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    Wikidata QID
    Q124972922
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