Work

An elementary proof of the generalized Itô formula

Year: 2025

Type: article

Source: Mathematica Slovaca

DOI: 10.1515/ms-2025-0016

Authors: Martin Ondreját, Jan Seidler

Institutions: Czech Academy of Sciences, Czech Academy of Sciences, Institute of Information Theory and Automation

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4407937612

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Cites: 3

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Related to: 10