A remark on the Itô formula
From MaRDI portal
Publication:6589445
DOI10.1137/S0040585X97T99188XMaRDI QIDQ6589445FDOQ6589445
Authors: I. A. Ibragimov, N. V. Smorodina, M. M. Faddeev 
Publication date: 19 August 2024
Published in: Theory of Probability and its Applications (Search for Journal in Brave)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Sturm-Liouville operators with singular potentials
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Quadratic covariation and an extension of Itô's formula
- Approximation of a Wiener process local time by functionals of random walks
- Towards the validity of Itō's formula for discontinuous functions
- On some properties of the fractional derivative of the Brownian local time
This page was built for publication: A remark on the Itô formula
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6589445)
