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Journal Article

A proof of Itô's formula using a discrete Itô's formula

Studia Scientiarum Mathematicarum Hungarica (2008) 45(1) 125-134
DOI: 10.1556/SScMath.2007.1043
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Abstract

In this paper we will prove Itô's formula for Brownian motion in the case of f ε C2 (ℝ), using a discrete Itô's formula. © 2007 Akadémiai Kiadó.

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Fujita, T., & Kawanishi, Y. (2008). A proof of Itô’s formula using a discrete Itô’s formula. Studia Scientiarum Mathematicarum Hungarica, 45(1), 125–134. https://doi.org/10.1556/SScMath.2007.1043

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