Itô correction terms for the radial parts of semimartingales on manifolds (Q1346967)

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Itô correction terms for the radial parts of semimartingales on manifolds
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    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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