Generalization of Itô's formula for smooth nondegenerate martingales

Stochastic Processes and their Applications

Volumn 91, Issue 1, 2001, Pages 115-149

  Moret, S ^a   Nualart, D ^a  

^a UNIVERSITY OF BARCELONA   (Spain)

Author keywords

60H05; 60H07; It 's formula; Malliavin calculus; Quadratic covariation

Indexed keywords

EID: 0013200582     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(00)00058-2     Document Type: Article

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