Pages that link to "Item:Q1964757"
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The following pages link to On Itô's formula for multidimensional Brownian motion (Q1964757):
Displaying 10 items.
- On time-dependent functionals of diffusions corresponding to divergence form operators (Q354753) (← links)
- Generalization of Itô's formula for smooth nondegenerate martingales. (Q1879509) (← links)
- Itô's formula for finite variation Lévy processes: the case of non-smooth functions (Q2352884) (← links)
- Stochastic integration with respect to additive functionals of zero quadratic variation (Q2435248) (← links)
- Two-parameter \(p,q\)-variation paths and integrations of local times (Q2503160) (← links)
- Dirichlet processes associated to diffusions (Q2747860) (← links)
- MULTI-ASSET STOCHASTIC LOCAL VARIANCE CONTRACTS (Q3069956) (← links)
- A revised option pricing formula with the underlying being banned from short selling (Q5139206) (← links)
- A change of variable formula with applications to multi-dimensional optimal stopping problems (Q6048969) (← links)
- Donsker theorems for occupation measures of multi-dimensional periodic diffusions (Q6177610) (← links)
