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Journal Articles Probability Theory and Related Fields Year : 1996

Itô's formula for C^1 functions of semimartingales

Francesco Russo
Pierre Vallois
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hal-00974784 , version 1 (07-04-2014)

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  • HAL Id : hal-00974784 , version 1

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Francesco Russo, Pierre Vallois. Itô's formula for C^1 functions of semimartingales. Probability Theory and Related Fields, 1996. ⟨hal-00974784⟩

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