scholarly journals Itô formula for processes taking values in intersection of finitely many Banach spaces

2017 ◽  
Vol 5 (3) ◽  
pp. 428-455
Author(s):  
István Gyöngy ◽  
David Šiška
Keyword(s):  
Banach Spaces ◽  
Itô Formula ◽  
Ito Formula

scholarly journals Stochastic processes on non-Archimedean Banach spaces

2003 ◽  
Vol 2003 (21) ◽  
pp. 1341-1363 ◽  
Author(s):  
S. V. Ludkovsky
Keyword(s):  
Stochastic Processes ◽  
Banach Spaces ◽  
Itô Formula ◽  
Ito Formula

Non-Archimedean analogs of Markov quasimeasures and stochastic processes are investigated. They are used for the development of stochastic antiderivations. The non-Archimedean analog of the Itô formula is proved.

scholarly journals On the mild Itô formula in Banach spaces

2018 ◽  
Vol 23 (6) ◽  
pp. 2217-2243
Author(s):  
Sonja Cox ◽  
◽  
Arnulf Jentzen ◽  
Ryan Kurniawan ◽  
Primož Pušnik ◽  
...  
Keyword(s):  
Banach Spaces ◽  
Itô Formula ◽  
Ito Formula

scholarly journals A generalization of the Itô formula

2002 ◽  
Vol 31 (8) ◽  
pp. 477-496
Author(s):  
Said Ngobi
Keyword(s):  
Sobolev Space ◽  
White Noise ◽  
Itô Formula ◽  
Ito Formula ◽  
Integrable Functions ◽  
Square Integrable Functions ◽  
White Noise Space

The classical Itô formula is generalized to some anticipating processes. The processes we consider are in a Sobolev space which is a subset of the space of square integrable functions over a white noise space. The proof of the result uses white noise techniques.

An Ito formula for domain-valued processes driven by stochastic flows

2002 ◽  
Vol 124 (1) ◽  
pp. 73-99 ◽  
Author(s):  
Kimberly Kinateder ◽  
Patrick McDonald
Keyword(s):  
Stochastic Flows ◽  
Itô Formula ◽  
Ito Formula

The Ito Formula

1983 ◽  
pp. 85-103
Author(s):  
K. L. Chung ◽  
R. J. Williams
Keyword(s):  
Itô Formula ◽  
Ito Formula
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