Some Results of Backward Itô Formula
From MaRDI portal
Publication:3446966
DOI10.1080/07362990701283045zbMath1129.60051MaRDI QIDQ3446966
Luciano Tubaro, Giuseppe Da Prato, José Luis Menaldi
Publication date: 27 June 2007
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://digitalcommons.wayne.edu/mathfrp/46
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60H05: Stochastic integrals