Generalized Itǒ Formulae and Space-Time Lebesgue–Stieltjes Integrals of Local Times

DOI10.1007/978-3-540-71189-6_5zbMath1126.60044arXivmath/0505195OpenAlexW1896028034MaRDI QIDQ5423748

Huaizhong Zhao, K. David Elworthy, Aubrey Truman

Publication date: 31 October 2007

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0505195

zbMATH Keywords

continuous semi-martingaletwo-dimensional Lebesgue-Stieltjes integral

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic integrals (60H05)

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