{"id":"https://openalex.org/W2054251997","doi":"https://doi.org/10.1016/0022-247x(70)90037-5","title":"Ito's lemma in infinite dimensions","display_name":"Ito's lemma in infinite dimensions","publication_year":1970,"publication_date":"1970-08-01","ids":{"openalex":"https://openalex.org/W2054251997","doi":"https://doi.org/10.1016/0022-247x(70)90037-5","mag":"2054251997"},"language":"en","primary_location":{"id":"doi:10.1016/0022-247x(70)90037-5","doi":"https://doi.org/10.1016/0022-247x(70)90037-5","is_oa":true,"landing_page_url":"https://doi.org/10.1016/0022-247x(70)90037-5","pdf_url":null,"source":{"id":"https://openalex.org/S151579836","display_name":"Journal of Mathematical Analysis and Applications","issn_l":"0022-247X","issn":["0022-247X","1096-0813"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["anvur-class-a","anvur-scientific","cwts-core","dongbi-b","jufo-1","norway-1","poland-70","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Mathematical Analysis and Applications","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"bronze","oa_url":"https://doi.org/10.1016/0022-247x(70)90037-5","any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5109132221","display_name":"Ruth F. Curtain","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I27804330","display_name":"Brown University","ror":"https://ror.org/05gq02987","country_code":"US","type":"education","lineage":["https://openalex.org/I27804330"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Ruth F Curtain","raw_affiliation_strings":["Division of Applied Mathematics, Brown University, Providence, Rhode Island 02912 U.S.A"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Division of Applied Mathematics, Brown University, Providence, Rhode Island 02912 U.S.A","institution_ids":["https://openalex.org/I27804330"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5030786401","display_name":"Peter Falb","orcid":"https://orcid.org/0000-0002-6752-6539","observed_orcids":["https://orcid.org/0000-0002-6752-6539"]},"institutions":[{"id":"https://openalex.org/I27804330","display_name":"Brown University","ror":"https://ror.org/05gq02987","country_code":"US","type":"education","lineage":["https://openalex.org/I27804330"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Peter L Falb","raw_affiliation_strings":["Division of Applied Mathematics, Brown University, Providence, Rhode Island 02912 U.S.A"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Division of Applied Mathematics, Brown University, Providence, Rhode Island 02912 U.S.A","institution_ids":["https://openalex.org/I27804330"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I27804330"],"apc_list":{"value":3190,"currency":"USD","value_usd":3190},"apc_paid":null,"fwci":8.2857,"has_fulltext":false,"cited_by_count":86,"citation_normalized_percentile":{"value":0.96284008,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":99},"biblio":{"volume":"31","issue":"2","first_page":"434","last_page":"448"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9955999851226807,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9955999851226807,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10541","display_name":"Nonlinear Differential Equations Analysis","score":0.0006000000284984708,"subfield":{"id":"https://openalex.org/subfields/2604","display_name":"Applied Mathematics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T13400","display_name":"Mathematical and Theoretical Analysis","score":0.0005000000237487257,"subfield":{"id":"https://openalex.org/subfields/2610","display_name":"Mathematical Physics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/ito-s-formula","display_name":"It\u00f4 formula","score":0.8949999809265137},{"id":"https://openalex.org/keywords/stochastic-differential-equations","display_name":"stochastic differential equations","score":0.8479999899864197}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.8942072987556458},{"id":"https://openalex.org/C2777759810","wikidata":"https://www.wikidata.org/wiki/Q149316","display_name":"Lemma (botany)","level":3,"score":0.7593988180160522},{"id":"https://openalex.org/C202444582","wikidata":"https://www.wikidata.org/wiki/Q837863","display_name":"Pure mathematics","level":1,"score":0.4085518717765808},{"id":"https://openalex.org/C18903297","wikidata":"https://www.wikidata.org/wiki/Q7150","display_name":"Ecology","level":1,"score":0.0},{"id":"https://openalex.org/C46757340","wikidata":"https://www.wikidata.org/wiki/Q43238","display_name":"Poaceae","level":2,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1016/0022-247x(70)90037-5","doi":"https://doi.org/10.1016/0022-247x(70)90037-5","is_oa":true,"landing_page_url":"https://doi.org/10.1016/0022-247x(70)90037-5","pdf_url":null,"source":{"id":"https://openalex.org/S151579836","display_name":"Journal of Mathematical Analysis and Applications","issn_l":"0022-247X","issn":["0022-247X","1096-0813"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["anvur-class-a","anvur-scientific","cwts-core","dongbi-b","jufo-1","norway-1","poland-70","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Mathematical Analysis and Applications","raw_type":"journal-article"}],"best_oa_location":{"id":"doi:10.1016/0022-247x(70)90037-5","doi":"https://doi.org/10.1016/0022-247x(70)90037-5","is_oa":true,"landing_page_url":"https://doi.org/10.1016/0022-247x(70)90037-5","pdf_url":null,"source":{"id":"https://openalex.org/S151579836","display_name":"Journal of Mathematical Analysis and Applications","issn_l":"0022-247X","issn":["0022-247X","1096-0813"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["anvur-class-a","anvur-scientific","cwts-core","dongbi-b","jufo-1","norway-1","poland-70","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Mathematical Analysis and Applications","raw_type":"journal-article"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":10,"referenced_works":["https://openalex.org/W1500191616","https://openalex.org/W1564017276","https://openalex.org/W1575147392","https://openalex.org/W1974975648","https://openalex.org/W1984977947","https://openalex.org/W2074143156","https://openalex.org/W2140353194","https://openalex.org/W2799137445","https://openalex.org/W3028495314","https://openalex.org/W4300657400"],"related_works":["https://openalex.org/W4233211565","https://openalex.org/W2155893660","https://openalex.org/W654274432","https://openalex.org/W2145222050","https://openalex.org/W4231417021","https://openalex.org/W2970711294","https://openalex.org/W2485969753","https://openalex.org/W2332425084","https://openalex.org/W2614446032","https://openalex.org/W2496972482"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":2},{"year":2025,"cited_by_count":7},{"year":2024,"cited_by_count":3},{"year":2023,"cited_by_count":6},{"year":2022,"cited_by_count":2},{"year":2020,"cited_by_count":2},{"year":2019,"cited_by_count":1},{"year":2018,"cited_by_count":2},{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":3},{"year":2013,"cited_by_count":2},{"year":2012,"cited_by_count":1}],"updated_date":"2026-11-04T10:54:05.112534","created_date":"2016-06-24T00:00:00"}
