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Itô's formula for C^1 functions of semimartingales

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https://hal-ensta-paris.archives-ouvertes.fr/hal-00974784
Contributor : Aurélien Arnoux Connect in order to contact the contributor
Submitted on : Monday, April 7, 2014 - 2:26:46 PM
Last modification on : Wednesday, May 11, 2022 - 12:06:05 PM

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  • HAL Id : hal-00974784, version 1

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Francesco Russo, Pierre Vallois. Itô's formula for C^1 functions of semimartingales. Probability Theory and Related Fields, 1996. ⟨hal-00974784⟩

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