A generalization of the Itô formula

DOI10.1155/S0161171202102018zbMATH Open1011.60030MaRDI QIDQ700895FDOQ700895

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

zbMATH Keywords

Hitsuda-Skorokhod integralwhite noise calculusItô\ formula

Mathematics Subject Classification ID

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

Cited In (12)

• Extension and Application of Itô's Formula UnderG-Framework
• A generalised Itō formula for Lévy-driven Volterra processes
• Some Results of Backward Itô Formula
• A functional extension of the Ito formula
• Ito’s formula and Levy’s Laplacian II
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• A DISCRETE-TIME ITÔ'S FORMULA
• An Extension of Ito’s Differentiation Formula
• Title not available (Why is that?)
• A change of variable formula with Itô correction term

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