Itô correction terms for the radial parts of semimartingales on manifolds (Q1346967)
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scientific article; zbMATH DE number 739106
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| English | Itô correction terms for the radial parts of semimartingales on manifolds |
scientific article; zbMATH DE number 739106 |
Statements
Itô correction terms for the radial parts of semimartingales on manifolds (English)
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17 October 1995
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The functions of a semimartingale on a complete manifold are considered. An extension of the Itô formula which is valid for all time by adding a continuous predictable process given explicitly in terms of two geometric local times of semimartingale and the Gateaux derivative of a function is obtained. This result is applied to give a corresponding expression for the radial part of the semimartingale.
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semimartingale
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manifold
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local times
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0.8285788297653198
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0.7721721529960632
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0.7712900638580322
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0.7686864137649536
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