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Properties of multiple Itô integrals

✍ Scribed by A. Plikusas


Publisher
Springer
Year
1982
Tongue
English
Weight
438 KB
Volume
21
Category
Article
ISSN
0363-1672

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📜 SIMILAR VOLUMES


Itô Formula for Free Stochastic Integral
✍ Michael Anshelevich 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 184 KB

The objects under investigation are the stochastic integrals with respect to free Lévy 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 Itô formula, we prove the full functional Itô formu