Formules de changement de variables

zbMATH Open0538.60057MaRDI QIDQ793440FDOQ793440

Authors: Nicolas Bouleau 

Publication date: 1984

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1984__20_2_133_0

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zbMATH Keywords

convex functionsemi-martingalesItô's formula

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Convexity of real functions of several variables, generalizations (26B25) Stochastic integrals (60H05) Local time and additive functionals (60J55)

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