Some remarks about backward Itô formula and applications

Stochastic Analysis and Applications

Volumn 16, Issue 6, 1998, Pages 993-1003

  Parato, Giuseppe Da ^a  

^a UNIVERSITY OF TRENTO   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0032339667     PISSN: 07362994     EISSN: None     Source Type: Journal    
DOI: 10.1080/07362999808809576     Document Type: Article

References (7)

1. N. V. KRYLOV, B. L. ROZOWSKII, On the first integrals and Liouville equations for diffusion processes. Stochstic Differential systems, Proc. 3rd SFSP-WG 7/1, Visegrad, Hungary 1980. Lect. Notes in Control and Inf. Science bf 36 (1981), 117-125
2. N. V. KRYLOV, B. L. ROZOWSKII, Stochastic partial differential equations and diffusion processes, Russian Math. Surveys 37 (1982), 81-105
3. H. KUNITA, Stochastic differential equations and stohastic flows of diffeomorphisms, Erole d'été de Probabilités de Saint-Flour 12 (1982), Lect. Notes Math. 1097, 143-303
4. H. KUNITA, Stochastic differential equations and stohastic flows of diffeomorphisms, Erole d'été de Probabilités de Saint-Flour 12 (1982), Lect. Notes Math. 1097, 143-303
5. H. KUNITA, First order stochastic partial differential equations, in Stochastic Analisis (K. Itô ed.) (1984), Kinokuniya Tokyo, 249-269
6. H. KUNITA, Stochastic flows and stochastic differential equations, Cambridge University Press 1990
7. B. L. ROZOWSKII, Stochastic Evolution Systems, Kluwer Academic Publishers 1990