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Hermite Expansions and Itô formula

GFM seminar
IIIUL, B1-01
2010-04-21 14:30 .. 15:30
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by Christian Olivera (Departamento de Matemática, Universidade Estadual de Campinas)

We use the representation theorem for tempered distributions in order to derive an extension of the classical Itô formula for this space of distributions.

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