A generalization of the Itô formula

DOI10.1155/S0161171202102018zbMATH Open1011.60030MaRDI QIDQ700895FDOQ700895

Authors: Said Ngobi 

Publication date: 15 October 2002

Published in: International Journal of Mathematics and Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/49996

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zbMATH Keywords

Hitsuda-Skorokhod integralwhite noise calculusItô\ formula

Mathematics Subject Classification ID

Stochastic integrals (60H05) White noise theory (60H40)

Cited In (22)

• Extension and Application of Itô's Formula UnderG-Framework
• A generalised Itō formula for Lévy-driven Volterra processes
• Complex Itô formulas
• Ito’s formula and Levy’s Laplacian
• A generalization of Itô's formula and the stability of stochastic Volterra integral equations
• Some Results of Backward Itô Formula
• A functional extension of the Ito formula
• A generalization of Itô's lemma
• Ito’s formula and Levy’s Laplacian II
• Title not available (Why is that?)
• Title not available (Why is that?)
• Itô formula for generalized real and complex white noise functionals
• Title not available (Why is that?)
• A DISCRETE-TIME ITÔ'S FORMULA
• A \(Q\)-fractional version of Itō's formula
• An Extension of Ito’s Differentiation Formula
• White noise approach to the Itô formula for the stochastic heat equation
• On the Itô--Wentzell formula for distribution-valued processes and related topics
• Time-dependent tempered generalized functions and Itô's formula
• Title not available (Why is that?)
• A change of variable formula with Itô correction term
• Title not available (Why is that?)

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