A generalization of Itô's lemma

DOI10.3792/pjaa.63.289zbMath0635.60062OpenAlexW2034604554WikidataQ124986707 ScholiaQ124986707MaRDI QIDQ1097580

Joachim Asch, Juergen Potthoff

Publication date: 1987

Published in: Proceedings of the Japan Academy. Series A (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.pja/1195513563

zbMATH Keywords

white noise analysisItô type lemmanon anticipatory conditions

Mathematics Subject Classification ID

Brownian motion (60J65) Generalized stochastic processes (60G20) Stochastic integrals (60H05) Distributions on infinite-dimensional spaces (46F25)

Related Items (1)

Itô's lemma without non-anticipatory conditions

Cites Work

• Brownian functionals and applications
• White noise approach to stochastic integration
• Calculus on Gaussian white noise. I
• An extension of the stochastic integral
• On a Generalization of a Stochastic Integral
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