Ito formula for generalized Brownian functionals-Reference-Cited by-同舟云学术

Ito formula for generalized Brownian functionals

Published: Issue: Volume: Page:156-166
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Container-title:Theory and Application of Random Fields
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Author:

Kubo Izumi

Publisher

Springer-Verlag

Link

http://link.springer.com/content/pdf/10.1007/BFb0044689.pdf

Reference6 articles.

1. Hida, T.; Analysis of Brownian functionals. Carleton Math. Lect. Notes no. 13, second ed. (1978)

2. Kubo, I & Takenaka, S.; Calculus on Gaussian white noise I, II and III. Proc. Japan Acad., 56A, (1980), 370–380, 441–416 and ibid. 57A, (1981), 433–437.

3. Streit, L. & Hida, T.; Generalized Brownian functionals and the Feynman integral. Preprint.

4. Fukushima, M.; A decomposition of additive functionals of finite energy. Nagoya Math. J. 74 (1979), 137–168.

5. Yamada, T.; On some representations concerning stochastic integrals. Preprint.

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