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ChapterIto formula for generalized Brownian functionals

Izumi Kubo2006

Chapter2006

Ito formula for generalized Brownian functionals

42 citations·0/0 files stored·Springer eBooks

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Stochastic processes and financial applications Nonlinear Differential Equations Analysis Fuzzy Systems and Optimization

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1976Analysis of Brownian functionals

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1988White noise approach to stochastic integration 2006A guide to the stochastic calculus of variations 2008Stochastic calculus for convoluted Lévy processes 1987Ito’s formula and Levy’s Laplacian 1995Local times of self-intersection for multidimensional Brownian motion

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1997Differentiable measures and the Malliavin calculusarticle · 1 shared reference 1989Generalized Brownian functionals and the solution to a stochastic partial differential equationarticle · 1 shared reference 1983Brownian functionals and applicationsarticle · 1 shared reference 2006Malliavin's calculus in terms of generalized Wiener functionalschapter · 1 shared reference 1978Generalized multiple Wiener integralsarticle · 1 shared reference 2006Donsker's delta function as a generalized Brownian functional and its applicationchapter · 1 shared reference

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Year2006

Typechapter

Published2006-01-31

VenueSpringer eBooks

Languageen

Citations42

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/bfb0044689

openalex_workW155511863

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