Work

A Remark on the Itô Formula

Year: 2024

Type: article

Source: Theory of Probability and Its Applications

DOI: 10.1137/s0040585x97t99188x

Authors: I. A. Ibragimov, N. V. Smorodina, M. M. Faddeev

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4401605180

FWCI: 1.086

Cites: 9

Cited by: 3

Related to: 10