On Itô's formula for elliptic diffusion processes

Xavier Bardina, Carles Rovira

Bardina and Jolis [Stochastic process. Appl. 69 (1997) 83--109] prove an extension of Itô's formula for $F(X_t,t)$, where $F(x,t)$ has a locally square-integrable derivative in $x$…