On Itô’s formula for elliptic diffusion processes
Work
Year: 2007
Type: article
Abstract: Bardina and Jolis [Stochastic process. Appl. 69 (1997) 83–109] prove an extension of Itô’s formula for F(Xt, t), where F(x, t) has a locally square-integrable derivative in x that satisfies a mild con... more
Source: Bernoulli
Authors Xavier Bardina, Carles Rovira
Cites: 15
Cited by: 9
Related to: 10
FWCI: 0.31
Citation percentile (by year/subfield): 71.84
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Peace, justice, and strong institutions
Open Access status: bronze