N. V. Norin, “Itô's formula for an extended stochastic integral with randomized time”, Dokl. Akad. Nauk SSSR, 1991, Volume 320, Number 3,Pages <nobr>545

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Dokl. Akad. Nauk SSSR, 1991 Volume 320, Number 3, Pages 545–550 (Mi dan5828)

MATHEMATICS

Itô's formula for an extended stochastic integral with randomized time

N. V. Norin

Moscow Institute of Radio-Engineering, Electronics and Automation

UDC: 519.21

Presented: Yu. V. Prokhorov
Received: 15.05.1991

English version: Doklady Mathematics, 1992, 44:2, 489–495

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