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Abstract
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International Journal of Mathematics and Mathematical Sciences
Volume 31 (2002), Issue 8, Pages 477-496
doi:10.1155/S0161171202102018

A generalization of the Itô formula

Said Ngobi

Alabama State University, Box 161, Montgomery 36101, AL, USA

Abstract

The classical Itô formula is generalized to some anticipating processes. The processes we consider are in a Sobolev space which is a subset of the space of square integrable functions over a white noise space. The proof of the result uses white noise techniques.