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Föllmer (H.), Protter (P.) et Shiryayev (A. N.). Quadratic, covariation and an extension of Ito’s formula, Bernoulli1/2, 1995, p. 149–169.
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© 1997 Springer-Verlag Berlin Heidelberg
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Föllmer, D., Protter, Shiryaev, Meyer, P.A. (1997). Formule d’Ito généralisée pour le mouvement brownien linéaire. In: Azéma, J., Yor, M., Emery, M. (eds) Séminaire de Probabilités XXXI. Lecture Notes in Mathematics, vol 1655. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0119310
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DOI: https://doi.org/10.1007/BFb0119310
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