A generalization of the Itô formula.
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Ngobi, Said (2002)
International Journal of Mathematics and Mathematical Sciences
Stan, Aurel (2003)
JIPAM. Journal of Inequalities in Pure & Applied Mathematics [electronic only]
Takeyuki Hida (2011)
Banach Center Publications
The purpose of this paper is to introduce a new noise denoted by P'(u). It has the space parameter u, being compared with the usual noise depending on the time t. We first explain why such a noise arises naturally. Then, we come to the analysis of functionals of this new noise. We shall emphasize the significance of generalized functionals of P'(u), in particular, linear and quadratic.
Ngobi, Said, Stan, Aurel (2004)
International Journal of Mathematics and Mathematical Sciences
Luigi Accardi (2006)
Banach Center Publications
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