Mathematical Research Data Initiative
Main page
Recent changes
Random page
Help about MediaWiki
Create a new Item
Create a new Property
Merge two items
In other projects
MaRDI portal item
Discussion
View source
View history
Purge
English
Log in

From Tanaka's formula to Itô's formula: The fundamental theorem of stochastic calculus

From MaRDI portal
Publication:1386780
Jump to:navigation, search

DOI10.1007/BF02867261zbMath0907.60051OpenAlexW2035902248MaRDI QIDQ1386780

B. Rajeev

Publication date: 18 February 1999

Published in: Proceedings of the Indian Academy of Sciences. Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02867261


zbMATH Keywords

local timeItô's formula


Mathematics Subject Classification ID

Stochastic integrals (60H05)


Related Items (1)

An Itō formula in the space of tempered distributions




Cites Work

  • Calcul stochastique et problèmes de martingales
  • [https://portal.mardi4nfdi.de/wiki/Publication:4170005 Calcul stochastique d�pendant d'un param�tre]
  • Unnamed Item
  • Unnamed Item
  • Unnamed Item
  • Unnamed Item




This page was built for publication: From Tanaka's formula to Itô's formula: The fundamental theorem of stochastic calculus

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:1386780&oldid=13541727"
Tools
What links here
Related changes
Special pages
Printable version
Permanent link
Page information
This page was last edited on 31 January 2024, at 15:53.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki