Show that the (d)-dimensional It formula remains valid if we replace the real-valued function (f: mathbb{R}^{d} ightarrow
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Show that the \(d\)-dimensional Itô formula remains valid if we replace the real-valued function \(f: \mathbb{R}^{d} ightarrow \mathbb{R}\) by a complex function \(f=u+i v: \mathbb{R}^{d} ightarrow \mathbb{C}\).
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Brownian Motion A Guide To Random Processes And Stochastic Calculus De Gruyter Textbook
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Authors: René L. Schilling, Björn Böttcher
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