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On a Formula Concerning Stochastic Differentials

Published online by Cambridge University Press:  22 January 2016

Kiyosi Itô
Kiyosi Itô*
Affiliation:
Mathematical Institute, Nagoya University
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In his previous paper [1] the author has stated a formula concering stochastic differentials with the outline of the proof. The aim of this paper is to show this formula in details in a little more general form (Theorem 6).

Type
Research Article
Information
Nagoya Mathematical Journal , Volume 3 , October 1951 , pp. 55 - 65
Copyright
Copyright © Editorial Board of Nagoya Mathematical Journal 1951

References

[1] Itô, K.;: On stochastic differential equations in a differentiable manifold, this Journal Vol. 1, 1950.Google Scholar
[2] Itô, K.;: Stochastic differential equations, Memoris of the American Mathematical Society, 4, 1951.Google Scholar