A remark on the Itô formula
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Publication:6589445
DOI10.1137/S0040585X97T99188XMaRDI QIDQ6589445FDOQ6589445
M. M. Faddeev, N. V. Smorodina, I. A. Ibragimov
Publication date: 19 August 2024
Published in: Theory of Probability and its Applications (Search for Journal in Brave)
Cites Work
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- Sturm-Liouville operators with singular potentials
- 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 Itô's Formula for Discontinuous Functions
- On some properties of the fractional derivative of the Brownian local time
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