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Publication:2725619
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zbMath0979.60071MaRDI QIDQ2725619

Nathalie Eisenbaum

Publication date: 3 February 2002

Full work available at URL: http://www.numdam.org/item?id=SPS_2001__35__390_0

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

local timeItô's formulae


Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic integrals (60H05)


Related Items (5)

Integration with respect to local time and Itô's formula for smooth nondegenerate martingales ⋮ A change of variable formula with applications to multi-dimensional optimal stopping problems ⋮ Quadratic covariation estimates in non-smooth stochastic calculus ⋮ On Itô's formula for elliptic diffusion processes ⋮ Nonlinear stochastic partial differential equations with singular diffusivity and gradient Stratonovich noise




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