Ito formula for \(C^ 1\)-functions of semimartingales
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.
scientific article; zbMATH DE number 849087
scientific article