Work

Ito's lemma in infinite dimensions

Year: 1970

Type: article

Source: Journal of Mathematical Analysis and Applications

DOI: 10.1016/0022-247x(70)90037-5

Authors: Ruth F Curtain, Peter L Falb

Institution: Brown University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

OpenAlex ID: W2054251997

FWCI: 8.243

Cites: 10

Cited by: 87

Related to: 10