@article{SPS_2001__35__390_0, author = {Eisenbaum, Nathalie}, title = {On {Ito's} formula of {F\"ollmer} and {Protter}}, journal = {S\'eminaire de probabilit\'es de Strasbourg}, pages = {390--395}, publisher = {Springer - Lecture Notes in Mathematics}, volume = {35}, year = {2001}, mrnumber = {1837299}, zbl = {0979.60071}, language = {en}, url = {http://www.numdam.org/item/SPS_2001__35__390_0/} }
Eisenbaum, Nathalie. On Ito's formula of Föllmer and Protter. Séminaire de probabilités de Strasbourg, Tome 35 (2001), pp. 390-395. http://www.numdam.org/item/SPS_2001__35__390_0/
[AJKY] Quelques calculs de compensateurs impliquant l'injectivité de certains processus croissants.Séminaire de Probabilités XXXII, Lect. Notes in Maths. 1686, 316-327,Springer(1998). | EuDML | Numdam | MR | Zbl
, , and :[BJ] An extension of Itô's formula for elliptic diffusion processes.Stoch.Proc.Appl. 69,83-109 (1997). | MR | Zbl
; and :[BY] Sur la variation quadratique des temps locaux de certaines semi-martingales. C. R. Acad. Sc. Paris, V.292,491-494 (1981). | MR | Zbl
and[E] Integration with respect to local times. To appear in Potential Analysis. | MR | Zbl
:[FP] On Itô's formula for multidimensional Brownian motion.Probab. Theory Relat. Fields 116, 1-20 (2000). | MR | Zbl
and :[FPS] Quadratic covariation and an extension of Itô's formula. Bernoulli, 1 (1/2),149-169(1995). | MR | Zbl
, and :[MN] Quadratic covariation and Itô's formula for smooth nondegenerate martingales.Journal of Theo. Probab. V.13,1,193-224 (2000) | MR | Zbl
and :[RV] Itô formula for C- functions of semi-martingales.Prob. Theory Relat.Fields 104,27-42 (1996). | MR | Zbl
and :