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Differentiation formulas for stochastic integrals in the plane

✍ Scribed by Eugene Wong; Moshe Zakai

Publisher
Elsevier Science
Year
1978
Tongue
English
Weight
979 KB
Volume
6
Category
Article
ISSN
0304-4149

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ItΓ΄ Formula for Free Stochastic Integral
ItΓ΄ Formula for Free Stochastic Integrals
✍ Michael Anshelevich πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 184 KB

The objects under investigation are the stochastic integrals with respect to free LΓ©vy processes. We define such integrals for square-integrable integrands, as well as for a certain general class of bounded integrands. Using the product form of the ItΓ΄ formula, we prove the full functional ItΓ΄ formu