- Andrianos E. Tsekrekos, Athanasios N. Yannacopoulos, Trends in Mathematical Economics, 2016, 317
![https://doi.org/10.1007/978-3-319-32543-9_16 crossref](/refsvg/svg/crossref.svg)
- Cheng Cai, Tiziano De Angelis, “A change of variable formula with applications to multi-dimensional optimal stopping problems”, Stochastic Processes and their Applications, 164, 2023, 33
![https://doi.org/10.1016/j.spa.2023.07.005 crossref](/refsvg/svg/crossref.svg)
- Xavier Bardina, Carles Rovira, “On Itô’s formula for elliptic diffusion processes”, Bernoulli, 13, no. 3, 2007
![https://doi.org/10.3150/07-BEJ6049 crossref](/refsvg/svg/crossref.svg)
- D’après Föllmer, Protter, Shiryaev, P. A. Meyer, 1655, Séminaire de Probabilités XXXI, 1997, 252
![https://doi.org/10.1007/BFb0119310 crossref](/refsvg/svg/crossref.svg)
- Hyungsok Ahn, “Semimartingale integral representation”, Ann. Probab., 25, no. 2, 1997
![https://doi.org/10.1214/aop/1024404427 crossref](/refsvg/svg/crossref.svg)
- Ilya Pavlyukevich, Georgiy Shevchenko, “Stratonovich stochastic differential equation with irregular coefficients: Girsanov’s example revisited”, Bernoulli, 26, no. 2, 2020
![https://doi.org/10.3150/19-BEJ1161 crossref](/refsvg/svg/crossref.svg)
- Andrzej Rozkosz, “Stochastic representation of diffusions corresponding to divergence form operators”, Stochastic Processes and their Applications, 63, no. 1, 1996, 11
![https://doi.org/10.1016/0304-4149(96)00059-2 crossref](/refsvg/svg/crossref.svg)
- Nastasiya F. Grinberg, “Semimartingale decomposition of convex functions of continuous semimartingales by Brownian perturbation”, ESAIM: PS, 17, 2013, 293
![https://doi.org/10.1051/ps/2011146 crossref](/refsvg/svg/crossref.svg)
- Pavel V. Gapeev, “On arbitrage and Markovian short rates in fractional bond markets”, Statistics & Probability Letters, 70, no. 3, 2004, 211
![https://doi.org/10.1016/j.spl.2004.10.008 crossref](/refsvg/svg/crossref.svg)
- Litan Yan, Bo Gao, Junfeng Liu, “The Bouleau–Yor identity for a bi-fractional Brownian motion”, Stochastics, 86, no. 3, 2014, 382
![https://doi.org/10.1080/17442508.2013.797424 crossref](/refsvg/svg/crossref.svg)