An extension of Ito's formula for elliptic diffusion processes-Reference-Cited by-同舟云学术

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An extension of Ito's formula for elliptic diffusion processes

Published:1997-07 Issue:1 Volume:69 Page:83-109
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Bardina Xavier,Jolis Maria

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference11 articles.

1. Estimation of densities and applications;Caballero,1996

2. Quadratic covariation and an extension of Itô's formula;Föllmer;Bernoulli,1995

3. Time reversal of diffusions;Haussmann;Ann. Probab.,1986

4. Grossissement initial, hypothèse H' et théorème de Girsanov;Jacod,1985

5. Stochastic differential equations and stochastic flow of diffeomorphisms;Kunita,1984

Cited by 12 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. A change of variable formula with applications to multi-dimensional optimal stopping problems;Stochastic Processes and their Applications;2023-10

2. Nonlinear stochastic partial differential equations with singular diffusivity and gradient Stratonovich noise;Journal of Functional Analysis;2016-10

3. Itô's formula for finite variation Lévy processes: The case of non-smooth functions;Journal of Mathematical Analysis and Applications;2015-10

4. Stochastic integration with respect to additive functionals of zero quadratic variation;Bernoulli;2013-11-01

5. Itô’s Formulas;Encyclopedia of Quantitative Finance;2010-05-15

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