Itô's formula in a Banach space

MaRDI QIDQ2904077zbMATH OpenFDO

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)

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)

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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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