A generalization of Ito's formula

DOI10.1016/0022-1236(82)90102-1zbMath0495.60050OpenAlexW2013310719MaRDI QIDQ1169751

A. S. Uestuenel

Publication date: 1982

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-1236(82)90102-1

zbMATH Keywords

tempered distributionslocal martingaleIto's formula

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Generalized stochastic processes (60G20)

Related Items (9)

An Itō formula in the space of tempered distributions ⋮ Estimates for the volume variation of compact submanifolds driven by a stochastic flow ⋮ Stochastic PDEs in \(\mathcal{S}'\) for SDEs driven by Lévy noise ⋮ Tempered generalized functions and Hermite expansions ⋮ Invariance of 0-currents under diffusions ⋮ Stochastic calculus on Fréchet spaces ⋮ Time-dependent tempered generalized functions and Itô’s formula ⋮ A Feynman-Kac result via Markov BSDEs with generalised drivers ⋮ Analytic semimartingales and their boundary values

Cites Work

• Quadratic Variation of Potentials and Harmonic Functions
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