An optimal Itô formula for Lévy processes (Q1038956)
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scientific article; zbMATH DE number 5636463
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An optimal Itô formula for Lévy processes |
scientific article; zbMATH DE number 5636463 |
Statements
An optimal Itô formula for Lévy processes (English)
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20 November 2009
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stochastic calculus
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Lévy process
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local time
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itô formula
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