An extension of Ito's formula for elliptic diffusion processes

Stochastic Processes and their Applications

Volumn 69, Issue 1, 1997, Pages 83-109

  Bardina, Xavier ^a   Jolis, Maria ^a  

^a UNIVERSITAT AUTÒNOMA DE BARCELONA   (Spain)

Author keywords

Diffusion processes; Forward and backward integrals; It 's formula; Malliavin calculus; Time reversal

Indexed keywords

EID: 0031592719     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(97)00026-4     Document Type: Article

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