A remark on the proof of Itô's formula for C2 functions of continuous semimartingales

DOI10.2307/3214807zbMath0760.60055OpenAlexW2326480859MaRDI QIDQ3992302

Wilfrid S. Kendall

Publication date: 13 August 1992

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214807

zbMATH Keywords

semimartingalesItô formula

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic integrals (60H05)

Related Items (1)

Stochastic calculus, statistical asymptotics, Taylor strings and phyla

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