Itô's formula in a Banach space

zbMATH Open1253.60067MaRDI QIDQ2904077FDOQ2904077

Authors: Badri Mamporia 

Publication date: 5 August 2012

Published in: Bulletin of the Georgian National Academy of Sciences. New Series (Search for Journal in Brave)

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zbMATH Keywords

Wiener processesgeneralized random processesBanach space valued random processesItô's formula

Mathematics Subject Classification ID

Probability theory on linear topological spaces (60B11) Stochastic integrals (60H05)

Cited In (2)

• Itô-Föllmer calculus in Banach spaces. I: The Itô formula
• Itô formula for processes taking values in intersection of finitely many Banach spaces

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