A generalization of Ito's formula
From MaRDI portal
Publication:1169751
DOI10.1016/0022-1236(82)90102-1zbMath0495.60050MaRDI QIDQ1169751
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
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60J65: Brownian motion
60G20: Generalized stochastic processes
Related Items
Time-dependent tempered generalized functions and Itô’s formula, Tempered generalized functions and Hermite expansions, Analytic semimartingales and their boundary values, An Itō formula in the space of tempered distributions, Invariance of 0-currents under diffusions
Cites Work