On Itô's formula for multidimensional Brownian motion

Probability Theory and Related Fields

Volumn 116, Issue 1, 2000, Pages 1-20

  Föllmer, Hans ^a   Protter, Philip ^b  

^a HUMBOLDT UNIVERSITY   (Germany)

^b PURDUE UNIVERSITY   (United States)

Author keywords

Brownian motion; Dirichlet spaces; It 's formula; Polar sets; Quadratic covariation; Stochastic integrals

Indexed keywords

EID: 0040141685     PISSN: 01788051     EISSN: None     Source Type: Journal    
DOI: 10.1007/PL00008719     Document Type: Article

References (13)

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