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An anticipating It\^o formula for L\'evy processes - MaRDI portal

An anticipating It\^o formula for L\'evy processes (Q3623886)

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An anticipating It\^o formula for L\'evy processes
scientific article

    Statements

    author
    Josep Vives
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    Elisa Alòs
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    Jorge A. Leon
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    publication date
    27 April 2009
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    zbMATH Keywords
    anticipating Itô formula
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    canonical Lévy space
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    chaos decomposition
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    Skorohod integral
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    arXiv classification
    math.PR
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    Identifiers

    zbMATH DE Number
    5547576
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    arXiv ID
    0808.0035
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