On the Itô formula in a Banach space.
Georgian Mathematical Journal, Tome 7 (2000) no. 1, pp. 155-168
Voir la notice de l'article provenant de la source European Digital Mathematics Library
Keywords:
Wiener process and stochastic integral in Banach space, Itô formula, Gauss measure and covariances in Banach space
@article{GMJ_2000__7_1_48887,
author = {Mamporia, B.},
title = {On the {It\^o} formula in a {Banach} space.},
journal = {Georgian Mathematical Journal},
pages = {155--168},
publisher = {mathdoc},
volume = {7},
number = {1},
year = {2000},
zbl = {0968.60010},
language = {en},
url = {http://geodesic.mathdoc.fr/item/GMJ_2000__7_1_48887/}
}
Mamporia, B. On the Itô formula in a Banach space.. Georgian Mathematical Journal, Tome 7 (2000) no. 1, pp. 155-168. http://geodesic.mathdoc.fr/item/GMJ_2000__7_1_48887/