Local times for functions with finite variation: two versions of Stieltjes change-of-variables formula (Q5419242)
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scientific article; zbMATH DE number 6301660
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local times for functions with finite variation: two versions of Stieltjes change-of-variables formula |
scientific article; zbMATH DE number 6301660 |
Statements
Local times for functions with finite variation: two versions of Stieltjes change-of-variables formula (English)
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6 June 2014
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semimartingales
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change of variable formula
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local time
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Banach's indicatrix
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