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An extension of Ito's formula for elliptic diffusion processes · Study

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ArticleAn extension of Ito's formula for elliptic diffusion processes

Xavier Bardina1997

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Articlebronze1997

An extension of Ito's formula for elliptic diffusion processes

Xavier Bardina · Maria Jolis

20 citations·0/0 files stored·Stochastic Processes and their Applications

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Stochastic processes and financial applications Nonlinear Partial Differential Equations Stochastic processes and statistical mechanics

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References

2006The Malliavin Calculus and Related Topics 1995The Malliavin Calculus and Related Topics 1986Time Reversal of Diffusions 1985Grossissement initial, hypothese (H′) et theoreme de Girsanov 1995Quadratic Covariation and an Extension of Itô's Formula 1996Ito formula forC 1-functions of semimartingales 1989Integration by Parts and Time Reversal for Diffusion Processes 1988Time Reversal on Levy Processes

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Year1997

Typearticle

Published1997-07-01

VenueStochastic Processes and their Applications

ISSN-L0304-4149

Languageen

Citations20

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/s0304-4149(97)00026-4

openalex_workW1982139094

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