A generalized Itô's formula in two-dimensions and stochastic Lebesgue-Stieltjes integrals (Q1038999)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A generalized Itô's formula in two-dimensions and stochastic Lebesgue-Stieltjes integrals |
scientific article |
Statements
A generalized Itô's formula in two-dimensions and stochastic Lebesgue-Stieltjes integrals (English)
0 references
20 November 2009
0 references
local time
0 references
continuous semimartingale
0 references
generalized Itô's formula
0 references
stochastic Lebesgue-Stieltjes integral
0 references
