A remark on Itō formula of complex Brownian functionals (Q2908605)
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scientific article; zbMATH DE number 6077010
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A remark on Itō formula of complex Brownian functionals |
scientific article; zbMATH DE number 6077010 |
Statements
5 September 2012
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complex Brownian motion
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white noise analysis
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A remark on Itō formula of complex Brownian functionals (English)
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It is shown that the classical Itō formula for Brownian motion can be recovered from an Itō formula for generalized functions and complex-valued Brownian motion, proven in the context of white noise analysis by \textit{Y.-J. Lee} and \textit{K. G. Yen} [Commun. Stoch. Anal. 2, No. 1, 97--107 (2008)].
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