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- W3141544149 abstract "给连续的半鞅 M =(山)( t >= 0 )并且局部地围住的变化 V =的一个 d-dimensionalcontinuous 过程( V-1 ，...， V-d )，多维它在帽子公式上的(o)说那[图形]如果 f ( x ( 0 )，...， x (d))关于另外的争论具有关于 x ( 0 )和 ofC-1-type 的 C-2-type 。当解决时，这个公式是很有用的基于 Brownian 运动停止问题。然而，在如此的申请，功能 ftypically 没能满足说的条件因为它关于 x0 的第一部分衍生物绝对仅仅是连续的。我们证明公式为如此的功能仍然保持真并且从数学金融与二个例子表明它的使用。" @default.
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- W3141544149 date "2005-01-01" @default.
- W3141544149 modified "2023-09-23" @default.
- W3141544149 title "A Useful Extension of Ito＇s Formula with Applications to Optimal Stopping" @default.
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