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Some extensions of Ito's formula

  • Hiroshi Kunita
Conference paper
Part of the Lecture Notes in Mathematics book series (LNM, volume 850)

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References

  1. [1]
    J. M. Bismut; Flots stochastiques et formula de Ito-Stratonovich généralisée, C. R. Acad. Sci. Paris 290 (10 mars 1980).Google Scholar
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    N. Ikeda-S. Watanabe; Stochastic differential equations and diffusion processes, forthcoming book.Google Scholar
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    K. Itô; The Brownian motion and tensor fields on Riemannian manifold, Proc. Internat. Congress of Math. Stockholm (1962).Google Scholar
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    K. Itô; Stochastic parallel displacement, Springer, Lecture Notes in Math., 451 (1975), 1–7.MathSciNetCrossRefzbMATHGoogle Scholar
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    S. Kobayashi-K. Nomizu; Foundations of differential geometry I, Interscience 1963.Google Scholar
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    H. Kunita; On the representation of solutions of stochastic differential equations, Séminaire des Probabilités XIV, Lecture Notes in Math., 784 (1980), 282–303.MathSciNetCrossRefzbMATHGoogle Scholar
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    H. Kunita; On the decomposition of solutions of stochastic differential equations, to appear in the proceedings of Durham conference on stochastic integrals.Google Scholar
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    H. Kunita-S. Watanabe; On square integrable martingales, Nagoya Math. J., 30 (1967), 209–245.MathSciNetCrossRefzbMATHGoogle Scholar
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    S. Watanabe; Differential and variation for flow of diffeomorphisms defined by stochastic differential equation on manifold (in Japanese). Sūkaiken Kōkyuroku 391 (1980).Google Scholar

Copyright information

© Springer-Verlag 1981

Authors and Affiliations

  • Hiroshi Kunita
    • 1
  1. 1.Department of Applied ScienceKyushu UnivFukuokaJapan

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