On a Formula Concerning Stochastic Differentials

Kiyosi Itô

doi:10.1017/S0027763000012216

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In his previous paper [1] the author has stated a formula concering stochastic differentials with the outline of the proof. The aim of this paper is to show this formula in details in a little more general form (Theorem 6).

References

[1] Itô, K.;: On stochastic differential equations in a differentiable manifold, this Journal Vol. 1, 1950.Google Scholar

[2] Itô, K.;: Stochastic differential equations, Memoris of the American Mathematical Society, 4, 1951.Google Scholar

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