A generalized Itô's formula in two-dimensions and stochastic Lebesgue-Stieltjes integrals.
Feng, Chunrong ; Zhao, Huaizhong
Electronic Communications in Probability [electronic only], Tome 12 (2007), p. 1568-1599 / Harvested from The Electronic Library of Mathematics
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Publié le : 2007-01-01
EUDML-ID : urn:eudml:doc:233674 
@article{05636494,
     title = {A generalized It\^o's formula in two-dimensions and stochastic Lebesgue-Stieltjes integrals.},
     journal = {Electronic Communications in Probability [electronic only]},
     volume = {12},
     year = {2007},
     pages = {1568-1599},
     zbl = {1191.60067},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05636494}
}

Feng, Chunrong; Zhao, Huaizhong. A generalized Itô's formula in two-dimensions and stochastic Lebesgue-Stieltjes integrals.. Electronic Communications in Probability [electronic only], Tome 12 (2007) pp. 1568-1599. http://gdmltest.u-ga.fr/item/05636494/