Pages that link to "Item:Q1903608"
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The following pages link to Quadratic covariation and an extension of Itô's formula (Q1903608):
Displaying 4 items.
- A change of variable formula with applications to multi-dimensional optimal stopping problems (Q6048969) (← links)
- On some properties of the fractional derivative of the Brownian local time (Q6572926) (← links)
- A remark on the Itô formula (Q6589445) (← links)
- Stochastic integration with respect to local time of the Brownian sheet and regularising properties of Brownian sheet paths (Q6635708) (← links)