An elementary proof of the generalized Itô formula
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DOI: 10.1515/ms-2025-0016
Abstract: Abstract For one-dimensional semimartingales, the Itô formula can be extended from C2-functions to C1-functions with a locally absolutely continuous derivative. We propose a new, different proof of this result, which is simple, straightforward and quite… read more here.
Keywords: proof generalized; proof; elementary proof; generalized formula ... See more keywords