The unified Ito formula has the pseudo-Poisson structure <i>df</i>(<i>x</i>)=[<i>f</i>(x+b)−<i>f</i>(x)]μν<i>da</i>νμ (Q4201718)
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scientific article; zbMATH DE number 399186
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The unified Ito formula has the pseudo-Poisson structure <i>df</i>(<i>x</i>)=[<i>f</i>(x+b)−<i>f</i>(x)]μν<i>da</i>νμ |
scientific article; zbMATH DE number 399186 |
Statements
The unified Ito formula has the pseudo-Poisson structure <i>df</i>(<i>x</i>)=[<i>f</i>(x+b)−<i>f</i>(x)]μν<i>da</i>νμ (English)
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6 September 1993
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functional Itô formula
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noncommuting stochastically differentiable operators
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