scientific article; zbMATH DE number 781198

zbMATH Open0826.60043MaRDI QIDQ4840977FDOQ4840977

Authors: N. V. Lazakovich 

Publication date: 22 November 1995

Title of this publication is not available (Why is that?)

zbMATH Keywords

generalized random processesItô's formula

Mathematics Subject Classification ID

Generalized stochastic processes (60G20) Stochastic integrals (60H05)

Cited In (4)

• A generalization of the Itô formula
• Itô's formula for the \(L _{p }\)-norm of stochastic \({W^{1}_{p}}\)-valued processes
• An Approximation of the Ito and Stratonovich Stochastic Integrals by Elements of a Direct Product of Algebras of Generalized Random Processes
• An Itô formula for domain-valued processes driven by stochastic flows

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