| bibtype |
J -
Journal Article
|
| ARLID |
0617469 |
| utime |
20250320140241.0 |
| mtime |
20250226235959.9 |
| WOS |
001435562500019 |
| DOI |
10.1515/ms-2025-0016 |
| title
(primary) (eng) |
An elementary prof of the generalized Itô formula |
| specification |
| page_count |
10 s. |
| media_type |
P |
|
| serial |
| ARLID |
cav_un_epca*0293874 |
| ISSN |
0139-9918 |
| title
|
Mathematica Slovaca |
| volume_id |
75 |
| volume |
1 (2025) |
| page_num |
205-214 |
| publisher |
|
|
| keyword |
continuous semimartingales |
| keyword |
càdlàg semimartingales |
| keyword |
Itô formula |
| author
(primary) |
| ARLID |
cav_un_auth*0260292 |
| name1 |
Ondreját |
| name2 |
Martin |
| institution |
UTIA-B |
| full_dept (cz) |
Stochastická informatika |
| full_dept (eng) |
Department of Stochastic Informatics |
| department (cz) |
SI |
| department (eng) |
SI |
| country |
CZ |
| share |
50% |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| author
|
| ARLID |
cav_un_auth*0233028 |
| name1 |
Seidler |
| name2 |
Jan |
| institution |
UTIA-B |
| full_dept (cz) |
Stochastická informatika |
| full_dept |
Department of Stochastic Informatics |
| department (cz) |
SI |
| department |
SI |
| country |
CZ |
| share |
50% |
| garant |
K |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| source |
|
| cas_special |
| project |
| project_id |
GA22-12790S |
| agency |
GA ČR |
| country |
CZ |
| ARLID |
cav_un_auth*0449240 |
|
| abstract
(eng) |
A new, elementary proof of the generalized one-dimensional Itô formula for functions with a locally absolutely continuous first derivative is proposed. |
| reportyear |
2026 |
| RIV |
BA |
| result_subspec |
WOS |
| FORD0 |
10000 |
| FORD1 |
10100 |
| FORD2 |
10103 |
| num_of_auth |
2 |
| inst_support |
RVO:67985556 |
| permalink |
https://hdl.handle.net/11104/0364929 |
| confidential |
S |
| mrcbC91 |
C |
| mrcbT16-e |
MATHEMATICS |
| mrcbT16-j |
0.288 |
| mrcbT16-s |
0.404 |
| mrcbT16-D |
Q4 |
| mrcbT16-E |
Q3 |
| arlyear |
2025 |
| mrcbU14 |
SCOPUS |
| mrcbU24 |
PUBMED |
| mrcbU34 |
001435562500019 WOS |
| mrcbU63 |
cav_un_epca*0293874 Mathematica Slovaca Roč. 75 č. 1 2025 205 214 0139-9918 1337-2211 Walter de Gruyter |
|