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The functional Meyer–Tanaka formula - MaRDI portal

The functional Meyer–Tanaka formula (Q4584281)

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scientific article; zbMATH DE number 6929103
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English
The functional Meyer–Tanaka formula
scientific article; zbMATH DE number 6929103

    Statements

    title
    The functional Meyer–Tanaka formula (English)
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    author
    Yuri F. Saporito
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    publication date
    29 August 2018
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    zbMATH Keywords
    functional Itô calculus
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    Meyer-Tanaka formula
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    mollification
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    running maximum
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    local time
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    max-martingales
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    cites work
    Q4473010
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    Q4039796
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    Identifiers

    Mathematics Subject Classification ID
    60H99
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    60G17
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    60H07
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    zbMATH DE Number
    6929103
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    arXiv ID
    1408.4193
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    OpenAlex ID
    W3121223669
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