A functional extension of the Ito formula-Reference-Cited by-同舟云学术

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A functional extension of the Ito formula

Published:2010-01 Issue:1-2 Volume:348 Page:57-61
ISSN:1631-073X
Container-title:Comptes Rendus Mathematique
language:en
Short-container-title:Comptes Rendus Mathematique

Author:

Cont Rama,Fournie David

Publisher

Elsevier BV

Subject

General Mathematics

Reference10 articles.

1. The representation of functionals of Brownian motion by stochastic integrals;Clark;Ann. Math. Statist.,1970

2. R. Cont, D. Fournié, Functional Ito formula and stochastic integral representation of Brownian functionals, working paper, 2009

3. Calcul d'Itô sans probabilités;Föllmer,1981

4. On the integral representation of functionals of Itô processes;Haussmann;Stochastics,1979

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