Formules de changement de variables

MaRDI QIDQ793440zbMATH OpenFDO

Authors Nicolas Bouleau

Publication date 1984

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=AIHPB_1984__20_2_133_0, https://eudml.org/doc/77228

zbMATH Keywords

convex functionsemi-martingalesItô's formula

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Convexity of real functions of several variables, generalizations (26B25) Stochastic integrals (60H05) Local time and additive functionals (60J55)

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