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Doklady Akademii Nauk SSSR, 1991, Volume 320, Number 3, Pages 545–550 (Mi dan5828)  
MATHEMATICS

Itô's formula for an extended stochastic integral with randomized time

N. V. Norin

Moscow Institute of Radio-Engineering, Electronics and Automation
Full-text PDF (295 kB)
Presented: Yu. V. Prokhorov
Received: 15.05.1991
Bibliographic databases:
Document Type: Article
UDC: 519.21
Language: Russian
Citation: N. V. Norin, “Itô's formula for an extended stochastic integral with randomized time”, Dokl. Akad. Nauk SSSR, 320:3 (1991), 545–550; Dokl. Math., 44:2 (1992), 489–495
Citation in format AMSBIB
\Bibitem{Nor91}
\by N.~V.~Norin
\paper It\^o's formula for an extended stochastic integral with
randomized time
\jour Dokl. Akad. Nauk SSSR
\yr 1991
\vol 320
\issue 3
\pages 545--550
\mathnet{http://mi.mathnet.ru/dan5828}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1152189}
\zmath{https://zbmath.org/?q=an:0769.60049}
\transl
\jour Dokl. Math.
\yr 1992
\vol 44
\issue 2
\pages 489--495
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