6. The Itô Formula

  1. Nicolae Dinculeanu

Published Online: 30 SEP 2011

DOI: 10.1002/9781118033012.ch6

Vector Integration and Stochastic Integration in Banach Spaces

Vector Integration and Stochastic Integration in Banach Spaces

How to Cite

Dinculeanu, N. (2000) The Itô Formula, in Vector Integration and Stochastic Integration in Banach Spaces, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118033012.ch6

Publication History

  1. Published Online: 30 SEP 2011
  2. Published Print: 21 JAN 2000

ISBN Information

Print ISBN: 9780471377382

Online ISBN: 9781118033012

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Keywords:

  • Itó formula;
  • vector quadratic variation;
  • jumps process;
  • Banach spaces;
  • real-valued semimartingales

Summary

This chapter contains sections titled:

  • The Itô formula