scientific article; zbMATH DE number 862387

MaRDI QIDQ4871597zbMATH OpenFDO

Authors N. V. Krylov

Publication date 14 May 1996

zbMATH Keywords

Itô formula for the multidimensional Wiener process

Mathematics Subject Classification ID

Stochastic integrals (60H05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) General theory of stochastic processes (60G07)

Cited in

(3)

• A ``direct method to prove the generalized Itô-Venttsel' formula for a generalized stochastic differential equation
• scientific article; zbMATH DE number 1619472 (Why is no real title available?)
• scientific article; zbMATH DE number 6687650 (Why is no real title available?)

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