A generalization of Itô's lemma

DOI10.3792/PJAA.63.289MaRDI QIDQ1097580zbMATH OpenOpenAlexWikidataFDO

Authors Joachim Asch, Jürgen Potthoff

Publication date 1987

Published in Proceedings of the Japan Academy. Series A (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.pja/1195513563

zbMATH Keywords

Itô type lemmanon anticipatory conditionswhite noise analysis

Mathematics Subject Classification ID

Distributions on infinite-dimensional spaces (46F25) Generalized stochastic processes (60G20) Stochastic integrals (60H05) Brownian motion (60J65)

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Cites work

• An extension of the stochastic integral
• Brownian functionals and applications
• Calculus on Gaussian white noise. I
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• scientific article; zbMATH DE number 3673243 (Why is no real title available?)
• scientific article; zbMATH DE number 3637052 (Why is no real title available?)
• scientific article; zbMATH DE number 3304501 (Why is no real title available?)
• On a Generalization of a Stochastic Integral
• White noise approach to stochastic integration

Cited in

(2)

• A generalization of the Itô formula
• Itô's lemma without non-anticipatory conditions

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