scientific article; zbMATH DE number 781198

MaRDI QIDQ4840977zbMATHFDO

Authors N. V. Lazakovich

Publication date 22 November 1995

zbMATH Keywords

generalized random processesItô's formula

Mathematics Subject Classification ID

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

Cited in

(4)

• An Itô formula for domain-valued processes driven by stochastic flows
• 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

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