Multiple Wiener-Itô Integrals pp 43-64 | Cite as

# The Proof of Itô’s Formula: The Diagram Formula and Some of Its Consequences

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## Abstract

Here we prove the most important result about multiple Wiener–Itô integrals, the so-called diagram formula together with some of its consequences. In the diagram formula we rewrite the product of Wiener–Itô integrals in the form of a sum of Wiener–Itô integrals and also give a formula (with the help of some diagrams) about the calculation the kernel-functions of the integrals appearing in this sum.

## Keywords

Equivalence Class Kernel Function Spectral Measure Undirected Graph Gaussian Random Variable
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## References

- 7.Dobrushin, R.L.: Gaussian and their subordinated generalized fields. Ann. Probab.
**7**, 1–28 (1979)CrossRefzbMATHMathSciNetGoogle Scholar

## Copyright information

© Springer International Publishing Switzerland 2014