An extension of Itô's formula for elliptic diffusion processes
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Publication:1275936
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Cites work
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- Integration by parts and time reversal for diffusion processes
- Ito formula for C^ 1-functions of semimartingales
- Quadratic covariation and an extension of Itô's formula
- Stochastic representation of diffusions corresponding to divergence form operators
- Time reversal of diffusions
- Time reversal on Lévy processes
Cited in
(25)- On an estimate of Cranston and McConnell for elliptic diffusions in uniform domains
- Extension and Application of Itô's Formula UnderG-Framework
- scientific article; zbMATH DE number 4145053 (Why is no real title available?)
- Itô's formula for finite variation Lévy processes: the case of non-smooth functions
- Validation of RANS Turbulence Models for the Conjugate Heat Exchange Problem
- Quadratic covariation and Itô's formula for smooth nondegenerate martingales
- Estimation of the density of hypoelliptic diffusion processes with application to an extended Itô's formula
- Extended Itô calculus for symmetric Markov processes
- On Itô's formulae for additive functionals of symmetric diffusion processes
- Nonlinear stochastic partial differential equations with singular diffusivity and gradient Stratonovich noise
- Integration with respect to local time and Itô's formula for smooth nondegenerate martingales
- A change of variable formula with applications to multi-dimensional optimal stopping problems
- scientific article; zbMATH DE number 841847 (Why is no real title available?)
- Estimates for the probability that Itô processes remain near a path
- Lower bounds for the density of locally elliptic Itô processes
- Itô formulas for functionals of elliptic diffusions
- Itô formula for an integro-differential operator without an associated stochastic process
- Criteria for regularity of elliptic diffusion processes and it's application
- Itô-Krylov's formula for a flow of measures
- Itô formula for uniformly elliptic diffusions and Dirichlet processes
- On Itô's formula for elliptic diffusion processes
- Solutions of some elliptic equations associated with a piecewise continuous process
- Generalization of Itô's formula for smooth nondegenerate martingales.
- An Extension of Ito’s Differentiation Formula
- Stochastic integration with respect to additive functionals of zero quadratic variation
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