On Itô s formula for multidimensional Brownian motion

• 1 January 2000
• journal article
• Published by Springer Nature in Probability Theory and Related Fields
• Vol. 116  (1) , 1-20
• https://doi.org/10.1007/pl00008719

Abstract

Keywords

• KEY WORDS ITÔ'S FORMULA – BROWNIAN MOTION – STOCHASTIC INTEGRALS – QUADRATIC COVARIATION – DIRICHLET SPACES – POLAR SETS

All Related Versions

• Version 1, 2001-01-01, RePEc (Unconfirmed version)