Local time and Tanaka formula of \(G\)-martingales
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Publication:2181563
DOI10.1007/s11766-019-3622-4zbMath1449.60102arXiv1806.03565OpenAlexW2997469099WikidataQ126469457 ScholiaQ126469457MaRDI QIDQ2181563
Publication date: 19 May 2020
Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1806.03565
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Local time and additive functionals (60J55)
Cites Work
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- Stochastic equations and krylov's estimates for semimartingales
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