A generalization of the Itô formula

DOI10.1155/S0161171202102018zbMath1011.60030MaRDI QIDQ700895

Said Ngobi

Publication date: 15 October 2002

Published in: International Journal of Mathematics and Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/49996

zbMATH Keywords

white noise calculusHitsuda-Skorokhod integralItô\ formula

Mathematics Subject Classification ID

White noise theory (60H40) Stochastic integrals (60H05)

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