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Some extensions of Ito's formula

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Séminaire de Probabilités XV 1979/80

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 850))

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References

  1. J. M. Bismut; Flots stochastiques et formula de Ito-Stratonovich généralisée, C. R. Acad. Sci. Paris 290 (10 mars 1980).

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  2. N. Ikeda-S. Watanabe; Stochastic differential equations and diffusion processes, forthcoming book.

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  3. K. Itô; The Brownian motion and tensor fields on Riemannian manifold, Proc. Internat. Congress of Math. Stockholm (1962).

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  7. H. Kunita; On the decomposition of solutions of stochastic differential equations, to appear in the proceedings of Durham conference on stochastic integrals.

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  8. H. Kunita-S. Watanabe; On square integrable martingales, Nagoya Math. J., 30 (1967), 209–245.

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  9. S. Watanabe; Differential and variation for flow of diffeomorphisms defined by stochastic differential equation on manifold (in Japanese). Sūkaiken Kōkyuroku 391 (1980).

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Authors and Affiliations

  1. Department of Applied Science, Kyushu Univ, Hakozaki, 812, Fukuoka, Japan

    Hiroshi Kunita

Authors
  1. Hiroshi Kunita
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Jacques Azéma Marc Yor

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© 1981 Springer-Verlag

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Kunita, H. (1981). Some extensions of Ito's formula. In: Azéma, J., Yor, M. (eds) Séminaire de Probabilités XV 1979/80. Lecture Notes in Mathematics, vol 850. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0088362

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  • DOI: https://doi.org/10.1007/BFb0088362

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-10689-0

  • Online ISBN: 978-3-540-38610-0

  • eBook Packages: Springer Book Archive

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