- 會議論文
Itô Formula for Generalized White Noise Functionals, Revisited
並列摘要
Without the definition of Itô integral, we are able to derive ＂Itô's formula,＂ in the proof we show that the Hitsuda-Skorokhod integral arises naturally. In this paper we shall show that the Hitsuda-Skorokhod integral may be defined for any Gaussian and Non-Gaussian Lévy functionals. The Itô formula for complex Brownian motion will also be discussed.
延伸閱讀
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