✦ LIBER ✦

Towards the Validity of Itô's Formula for Discontinuous Functions

✍ Scribed by Perelman, G. V.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The Fourier Formula for Discontinuous Fu

✍ A. N. Podkorytov; Mai Van Minh 📂 Article 📅 2004 🏛 Springer US 🌐 English ⚖ 69 KB

Itô's formula forC1,λ-functions of a c

✍ Mohammed Errami; Francesco Russo; Pierre Vallois 📂 Article 📅 2002 🏛 Springer 🌐 English ⚖ 221 KB

Obreschkoff's formula for functions havi

✍ V. N. Bushmakin; V. K. Ivanel 📂 Article 📅 1980 🏛 Springer 🌐 English ⚖ 246 KB

An Extension of Itô's Formula for Antici

✍ Elisa Alòs; David Nualart 📂 Article 📅 1998 🏛 Springer US 🌐 English ⚖ 713 KB

A relatively short proof of Itô’s formul

✍ N. V. Krylov 📂 Article 📅 2013 🏛 Springer-Verlag 🌐 English ⚖ 240 KB

An Itô Formula of Generalized Functional

✍ Kim, Yoon Tae 📂 Article 📅 2006 🏛 Taylor and Francis Group 🌐 English ⚖ 222 KB