Itô's formula for multidimensional convex functions (Q4890045)
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scientific article; zbMATH DE number 915168
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Itô's formula for multidimensional convex functions |
scientific article; zbMATH DE number 915168 |
Statements
Itô's formula for multidimensional convex functions (English)
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3 June 1997
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Brownian motion
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additive functional
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Itô's formula
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convex function
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Dirichlet form
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smooth measure
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0.8326038122177124
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0.8289346098899841
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0.8220607042312622
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