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).

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Kiyosi Itô (Mon,) studied this question.

synapsesocial.com/papers/6a1561cd814bf8ec9a4e80de https://doi.org/https://doi.org/10.1017/s0027763000012216

Also Consider

Synapse has enriched 5 closely related papers on similar clinical questions. Consider them for comparative context:

1Stochastic Differential Equations in a Differentiable Manifold1950 · 216 citations
2Stochastic Differential Equations in a Differentiable Manifold (2)1953 · 35 citations
3Integration of Fokker-Planck's equation in a compact Riemannian space1949 · 17 citations
4Zur Theorie der stetigen zuf�lligen Prozesse1933 · 86 citations
5On a stochastic integral equation1946 · 156 citations

Also Consider

Synapse has enriched 5 closely related papers on similar clinical questions. Consider them for comparative context:

1Stochastic Differential Equations in a Differentiable Manifold1950 · 216 citations
2Stochastic Differential Equations in a Differentiable Manifold (2)1953 · 35 citations
3Integration of Fokker-Planck's equation in a compact Riemannian space1949 · 17 citations
4Zur Theorie der stetigen zuf�lligen Prozesse1933 · 86 citations
5On a stochastic integral equation1946 · 156 citations