On Itô's formula for multidimensional Brownian motion
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Publication:1964757
DOI10.1007/PL00008719zbMath0955.60077OpenAlexW2090566355MaRDI QIDQ1964757
Hans Föllmer, Philip E. Protter
Publication date: 7 June 2000
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/pl00008719
Brownian motion (60J65) Dirichlet forms (31C25) Stochastic integrals (60H05) Potentials and capacities on other spaces (31C15)
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