On a Formula Concerning Stochastic Differentials

Kiyosi Itô

Source record

Source: Crossref

Published: Oct 1, 1951

DOI: 10.1017/s0027763000012216

Open original source ↗

Source abstract

In his previous paper [1] the author has stated a formula concering stochastic differentials with the outline of the proof. The aim of this paper is to show this formula in details in a little more general form (Theorem 6).

Evidence graph

No public relationships recorded yet.

Integrity note: This page is a factual metadata record created by deterministic ingestion. It is not a claim that the work moves a mathematical frontier or has been independently verified.