Talk:Itô's lemma

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This is an old revision of this page, as edited by Marsden (talk | contribs) at 23:52, 23 August 2005. The present address (URL) is a permanent link to this revision, which may differ significantly from the current revision.

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Is anyone who knows what they are doing, re: Wiki, still monitoring this page? I note that Pcb21/Pete seems to have taken a break from Wiki.

In any case, (a) it is incorrect to state Itō's Lemma in "differential form" as is done in this article (and just about everywhere else that the Lemma is "stated") -- the equality holds for the integral, but not for the differential "equivalent;" (b) I can provide a formal proof (my own), if someone is willing to verify it, but I am completely unfamiliar with the math editor here. --Marsden 23:52, 23 August 2005 (UTC)[reply]

I've recently written up a formal proof to Ito's lemma if anyone wants it.

Wikipedia itself would greatly benefit from such a proof. Would you be willing to release under our free licence? If you don't want to spend the time converting from what format you have it in to wiki-markup you could send it to me and I could do it. Let me know! Thanks for your interest Pete/Pcb21 (talk) 08:52, 11 Feb 2004 (UTC)

Shouldn't it be "Itô's lemma" with the appropriate accent mark? I think "Ito's lemma" (without the accent) was the cause of O.J. Simpson's acquittal or something? --Christofurio 15:36, Apr 12, 2004 (UTC)

moved, kept redirect. If something is written about the OJ case, we would need to re-think the names to minimize confusion. Pete/Pcb21 (talk) 20:41, 12 Apr 2004 (UTC)

What does the formal proof require? We say it needs different things in two different places... can we rationalize/improve on this? Pete/Pcb21 (talk) 23:32, 15 Apr 2004 (UTC)

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