A generalised Itō formula for Lévy-driven Volterra processes (Q2347455)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A generalised Itō formula for Lévy-driven Volterra processes |
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A generalised Itō formula for Lévy-driven Volterra processes (English)
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27 May 2015
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Itō formula
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fractional Lévy processes
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Skorokhod integral
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stochastic convolution
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\(S\)-transform
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