An Itô formula for a family of stochastic integrals and related Wong–Zakai theorems

Paolo Da Pelo, Alberto Lanconelli, Aurel I. Stan

Type: Article

Publication Date: 2013-03-13

Citations: 20

DOI: https://doi.org/10.1016/j.spa.2013.03.005

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Stochastic Processes and their Applications - View

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Works Cited by This (9)

Action	Title	Year	Authors
+ PDF Chat	Wick Approximation of Quasilinear Stochastic Differential Equations	1996	Yaozhong Hu Bernt Øksendal
+	Brownian motion and stochastic calculus	1991	Jan Seidler
+ PDF Chat	On a dual pair of spaces of smooth and generalized random variables	1995	Jürgen Potthoff Matthias Timpel
+ PDF Chat	On a new probabilistic representation for the solution of the heat equation	2011	Paolo Da Pelo Alberto Lanconelli
+	On the relation between ordinary and stochastic differential equations	1965	Eugene Wong Zakai Moshe
+ PDF Chat	On the martingale property for generalized stochastic processes	1996	Fred Espen Benth J. Potthoff
+ PDF Chat	Partial Differential Equations	1988	Shiing-Shen Chern
+ PDF Chat	The Malliavin Calculus and Related Topics	1995	David Nualart
+	Partial-Differential Equations	2022	Clemens Heitzinger