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B Rajeev 《Proceedings Mathematical Sciences》1997,107(3):319-327
In this article we give a new proof of Ito's formula inR
n starting from the one-dimensional Tanaka formula. The proof is algebraic and does not use any limiting procedure. It uses
the integration by parts formula, Fubini's theorem for stochastic integrals and essential properties of local times. 相似文献
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