Work

Generalized Ito's formula and additive functionals of Brownian motion

Year: 1977

Type: article

Source: Probability Theory and Related Fields

DOI: 10.1007/bf00538419

Author: Albert T. Wang

Institution: University of Tennessee at Knoxville

Language: German

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

Funder: University of Minnesota

OpenAlex ID: W2077618521

FWCI: 2.417

Cites: 6

Cited by: 39

Related to: 10