Distributional Itô's Formula and Regularization of Generalized Wiener Functionals

Takafumi Amaba, Yoshihiro Ryu
2018 Latin American Journal of Probability and Mathematical Statistics  
We investigate Bochner integrabilities of generalized Wiener functionals. We further formulate an Itô formula for a diffusion in a distributional setting, and apply it to investigate differentiability-index s and integrability-index p 2 for which the Bochner integral belongs to D s p .
doi:10.30757/alea.v15-27 fatcat:xs6if26btveclonfe2x7z7e4du