Itô's lemma without non-anticipatory conditions

Author:

Asch Joachim,Potthoff Jürgen

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis

Reference29 articles.

1. [Ad75] Adams, R.A.: Sobolev spaces. New York London: Academic Press 1975

2. [AP87] Asch, J., Potthoff, J.: A generalization of Itô's lemma. Proc. Japan Acad.63 Ser. A, 289–291 (1987)

3. [AP88] Asch, J-. Potthoff, J.: Itô's lemma without non-anticipatory conditions. BiBoS, Preprint316 (1988)

4. [AP90] Asch J., Potthoff, J.: White noise and stochastic analysis. In: Albeverico, S., et al. (eds.) Stochastics, algebra and analysis in classical and quantum dynamics, pp. 1–14. London New York: Kluwer 1990

5. [BM82] Berger, M.A., Mizel, V.J.: An extension of the stochastic integral. Ann. Probab.10, 435–450 (1982)

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