Itô's lemma (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Itô's lemma" in English language version.

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arxiv.org

Brzezniak, Zdzislaw; van Neerven, Jan M. A. M.; Veraar, Mark C.; Weis, Lutz (2008). "Ito's formula in UMD Banach spaces and regularity of solutions of the Zakai equation". Journal of Differential Equations. 245 (1): 30–58. arXiv:0804.0302. doi:10.1016/j.jde.2008.03.026.

Malliaris, A. G. (1982). Stochastic Methods in Economics and Finance. New York: North-Holland. pp. 220–223. ISBN 0-444-86201-3.

Itô, Kiyoshi (1951). "On a formula concerning stochastic differentials". Nagoya Math. J. 3: 55–65. doi:10.1017/S0027763000012216.
Gyöngy, István; Krylov, Nikolay Vladim Vladimirovich (1981). "Ito formula in banach spaces". In M. Arató; D. Vermes, D.; A.V. Balakrishnan (eds.). Stochastic Differential Systems. Lecture Notes in Control and Information Sciences. Vol. 36. Springer, Berlin, Heidelberg. pp. 69–73. doi:10.1007/BFb0006409. ISBN 3-540-11038-0.
Brzezniak, Zdzislaw; van Neerven, Jan M. A. M.; Veraar, Mark C.; Weis, Lutz (2008). "Ito's formula in UMD Banach spaces and regularity of solutions of the Zakai equation". Journal of Differential Equations. 245 (1): 30–58. arXiv:0804.0302. doi:10.1016/j.jde.2008.03.026.

Föllmer, Hans (1981). "Calcul d'Ito sans probabilités". Séminaire de probabilités de Strasbourg. 15: 143–144.