scientific article; zbMATH DE number 862387

zbMath0841.60039MaRDI QIDQ4871597

Nicolai V. Krylov

Publication date: 14 May 1996

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Itô formula for the multidimensional Wiener process

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) General theory of stochastic processes (60G07) Stochastic integrals (60H05)

Related Items (1)

A “direct” method to prove the generalized Itô–Venttsel’ formula for a generalized stochastic differential equation

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