From Tanaka's formula to Ito's formula: The fundamental theorem of stochastic calculus
In this article we give a new proof of Ito's formula inRn starting from the one-dimensional Tanaka formula. The proof is algebraic and does not use any limiting procedure. It uses the integration by parts formula, Fubini's theorem for stochastic integrals and essential properties of local times.
Volume 131, 2021
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