Ito formula for \(C^ 1\)-functions of semimartingales
type: Item
instance of: scholarly article
title: Ito formula for \(C^ 1\)-functions of semimartingales
zbMATH Open document ID: 0838.60045
DOI: 10.1007/BF01303801
author: Francesco Russo
author: Pierre Vallois
publication date: 1996-05-27T00:00:00Z
review text: We establish an Itô formula for \(C^1\) functions of processes whose time reversals are semimartingales and for \(C^1\) functions whose first derivatives are Hölder continuous of any parameter and the process comes out from a stochastic flow of homeomorphism.
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60J65
zbMATH DE Number: 849087
zbMATH Keywords: Itô formula
zbMATH Keywords: stochastic flow of homeomorphism
reviewed by: Francesco Russo
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf01303801
OpenAlex ID: W1992472513
published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
description: scientific article; zbMATH DE number 849087