An Itô Formula for an Accretive Operator
Abstract
:1. Introduction
2. Statement of the Theorems
- -
- acting on .
- -
- acting on .
3. Proof of the Theorems
- -
- is densely defined. Let g be a bounded continuous function on . By using a suitable partition of unity on R, we can write
- -
- Clearly Equation (2) is satisfied.
- -
- It remains to show Equation (3). If g belong to we can find such that
Acknowledgements
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Léandre, R. An Itô Formula for an Accretive Operator. Axioms 2012, 1, 4-8. https://doi.org/10.3390/axioms1010004
Léandre R. An Itô Formula for an Accretive Operator. Axioms. 2012; 1(1):4-8. https://doi.org/10.3390/axioms1010004
Chicago/Turabian StyleLéandre, Rémi. 2012. "An Itô Formula for an Accretive Operator" Axioms 1, no. 1: 4-8. https://doi.org/10.3390/axioms1010004