Electronic Resource
Springer
Probability theory and related fields
104 (1996), S. 27-41
ISSN:
1432-2064
Keywords:
60H05
;
60H10
;
60J65
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Summary We establish an Ito formula forC 1 functions of processes whose time reversal are semimartingales and forC 1 functions whose first derivatives are Hölder continuous of any parameter and the process comes out from a stochastic flow of homeomorphism.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01303801
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