to引理 f(B)-f(B,)=f(B,)dB+1/2|f"(B,)dB,)2 (dB )=B+di-B)=dt s<t f(B)=f(B,)=Jf(B.)B2+12(B f(t,B,)-f(S,B)=2(x,B,dB +(f(x,B2)+1/2/2(x,B)xIto引理       + + − = − =  +  = − =  − =  +  + t s x x t s t s x x t s x t s t s x x x t d t t t s x x t s t s x x f x B f x B dx f t B f s B f x B dB f B f B f B dB f B dx dB B B dt s t f B f B f B dB f B dB ( ( , ) / ( , ) ( , ) ( , ) ( , ) ( ) ( ) ( ) / ( ) ( ) ( ) , ( ) ( ) ( ) / ( )( ) 1 2 2 2 2 2 2 1 2 1 2 1 2