Tanaka formula for strictly stable processes

DOI10.19195/0208-4147.39.1.3zbMath1479.60160arXiv1702.00595OpenAlexW3011921485MaRDI QIDQ5227566

Hiroshi Tsukada

Publication date: 6 August 2019

Published in: Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1702.00595

zbMATH Keywords

local timestable processItô's stochastic calculus

Mathematics Subject Classification ID

Brownian motion (60J65) Stable stochastic processes (60G52) Local time and additive functionals (60J55) Jump processes on general state spaces (60J76)

Related Items (2)

A Meyer-Itô formula for stable processes via fractional calculus ⋮ A Potential Theoretic Approach to Tanaka Formula for Asymmetric Lévy Processes

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