Bardina i Simorra, XavierRovira Escofet, Carles2019-04-262019-04-2620100214-1493https://hdl.handle.net/2445/132421We show an It o's formula for nondegenerate Brownian martingales Xt = R t 0 us dWs and functions F(x, t) with locally integrable derivatives in t and x. We prove that one can express the additional term in It o's s formula as an integral over space and time with respect to local time.22 p.application/pdfeng(c) Universitat Autònoma de Barcelona, 2010Moviment browniàMartingales (Matemàtica)Brownian movementsMartingales (Mathematics)info:eu-repo/semantics/article5823962019-04-26info:eu-repo/semantics/openAccess