A generalization of the Itô formula.
International Journal of Mathematics and Mathematical Sciences (2002)
- Volume: 31, Issue: 8, page 477-496
- ISSN: 0161-1712
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topNgobi, Said. "A generalization of the Itô formula.." International Journal of Mathematics and Mathematical Sciences 31.8 (2002): 477-496. <http://eudml.org/doc/49996>.
@article{Ngobi2002,
author = {Ngobi, Said},
journal = {International Journal of Mathematics and Mathematical Sciences},
keywords = {white noise calculus; Hitsuda-Skorokhod integral; Itô formula},
language = {eng},
number = {8},
pages = {477-496},
publisher = {Hindawi Publishing Corporation, New York},
title = {A generalization of the Itô formula.},
url = {http://eudml.org/doc/49996},
volume = {31},
year = {2002},
}
TY - JOUR
AU - Ngobi, Said
TI - A generalization of the Itô formula.
JO - International Journal of Mathematics and Mathematical Sciences
PY - 2002
PB - Hindawi Publishing Corporation, New York
VL - 31
IS - 8
SP - 477
EP - 496
LA - eng
KW - white noise calculus; Hitsuda-Skorokhod integral; Itô formula
UR - http://eudml.org/doc/49996
ER -
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