Publié le : 1996-05-14
Classification:
60H05,
60H20
@article{1195510453,
author = {Kuo, Hui-Hsiung and Nishi, Kenjiro},
title = {An anticipatory It\^o formula},
journal = {Proc. Japan Acad. Ser. A Math. Sci.},
volume = {72},
number = {10},
year = {1996},
pages = { 36-38},
language = {en},
url = {http://dml.mathdoc.fr/item/1195510453}
}
Kuo, Hui-Hsiung; Nishi, Kenjiro. An anticipatory Itô formula. Proc. Japan Acad. Ser. A Math. Sci., Tome 72 (1996) no. 10, pp. 36-38. http://gdmltest.u-ga.fr/item/1195510453/