Ito's formula for continuous (N,d)-processes
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Publication:3221124
DOI10.1007/BF00531838zbMATH Open0557.60040MaRDI QIDQ3221124FDOQ3221124
Authors: P. Imkeller 
Publication date: 1984
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
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Cites Work
- Stochastic integration and \(L^ p-\)theory of semimartingales
- Stochastic integrals in the plane
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- Weak martingales and stochastic integrals in the plane
- Martingales and stochastic integrals for processes with a multi-dimensional parameter
- Local times for a class of multi-parameter processes
- Differentiation formulas for stochastic integrals in the plane
- Stochastic analysis and local times for (N,d)-Wiener process
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- Repr�sentation des martingales de carr� integrable relative aux processus de Wiener et de Poisson � n param�tres
- Semi-martingales index�es par une partie de ?d et formule de lto. Cas continu
Cited In (13)
- Stochastic integrals for nonprevisible, multiparameter processes
- A stochastic calculus for continuous N-parameter strong martingales
- Itô's formula for finite variation Lévy processes: the case of non-smooth functions
- Wiener distributions and white noise analysis
- Local times for a class of multi-parameter processes
- Itô's formula for the \(L _{p }\)-norm of stochastic \({W^{1}_{p}}\)-valued processes
- Strong solutions of stochastic differential equations for multiparameter processes
- Infinite-dimensional Ito processes with respect to Gaussian random measures and the Ito formula
- Stochastic integration with respect to local time of the Brownian sheet and regularising properties of Brownian sheet paths
- r-variations for two-parameter continuous martingales and Itô's formula
- A DISCRETE-TIME ITÔ'S FORMULA
- Stochastic analysis and local times for (N,d)-Wiener process
- Local times of continuous N-parameter strong martingales
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