Abstract
Abstract If (Wt ) t∈[ 0, 1] is a Wiener process in an arbitrary separable Banach space X, ψ : [0, 1] × X → Y is a continuous function with values in another separable Banach space, and ψ has continuous Frechet derivatives , and , then the Ito formula is obtained for ψ(t, Wt ). The method is based on the concept of covariance operator and a special construction of the Ito stochastic integral.
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