Questions tagged [wiener]
The wiener tag has no usage guidance.
1
question with no upvoted or accepted answers
2
votes
0answers
144 views
Itô’s formula and Wiener process
The Wikipedia page on the formula https://en.wikipedia.org/wiki/It%C3%B4%27s_lemma and some textbooks I have looked at say we must assume that the relevant time-dependent function is over an Itô ...
