A multidimensional generalization of Itô formula for functions that are not C^2
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Publication:5483110
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- Itô's formula for \(C^{1,\lambda}\)-functions of a càdlàg process and related calculus
- A remark on the proof of Itô's formula for C2 functions of continuous semimartingales
- Itô's formula for multidimensional convex functions
- Towards the validity of Itō's formula for discontinuous functions
- Time-dependent tempered generalized functions and Itô's formula
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