Hajri, Hatem; Touhami, Wajdi - In: Statistics & Probability Letters 87 (2014) C, pp. 48-53
We prove an Itô’s formula for Walsh’s Brownian motion in the plane with angles according to a probability measure μ on [0,2π[. This extends Freidlin–Sheu formula which corresponds to the case where μ has finite support. We also give some applications.