Extension and Application of Ito's Formula Under G-Framework.
Title: | Extension and Application of Ito's Formula Under G-Framework. |
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Authors: | BO ZHANG1, JING XU2, KANNAN, D.3, kannan@uga.edu |
Source: | Stochastic Analysis & Applications; Mar/Apr2010, Vol. 28 Issue 2, p322-349, 28p |
Database: | Applied Science & Technology Source |
ISSN: | 07362994 |
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DOI: | 10.1080/07362990903546595 |
Published in: | Stochastic Analysis & Applications |
Language: | English |