The following pages link to (Q4791593):
Displaying 12 items.
- Quadratic covariation estimates in non-smooth stochastic calculus (Q468746) (← links)
- A generalized Itô's formula in two-dimensions and stochastic Lebesgue-Stieltjes integrals (Q1038999) (← links)
- \(D_\infty\)-approximation of quadratic variations of smooth Itô processes (Q1266284) (← links)
- Itô's formula for non-smooth functions (Q1328887) (← links)
- Itô correction terms for the radial parts of semimartingales on manifolds (Q1346967) (← links)
- Itô's formula for \(C^{1,\lambda}\)-functions of a càdlàg process and related calculus (Q1601803) (← links)
- Quadratic covariation and an extension of Itô's formula (Q1903608) (← links)
- The generalized covariation process and Itô formula (Q1904537) (← links)
- A useful extension of Itô's formula with applications to optimal stopping (Q2581206) (← links)
- On Itô's formula for semimartingales with jumps and non-\(\mathcal{C}^2\) functions (Q2667604) (← links)
- A generalized occupation time formula for continuous semimartingales (Q3076885) (← links)
- Quadratic variation of a càdlàg semimartingale as a.s. limit of the normalized truncated variations (Q5086439) (← links)
