Unifying the Dynkin and Lebesgue–Stieltjes formulae (Q4684851): Difference between revisions

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Latest revision as of 16:56, 16 July 2024

scientific article; zbMATH DE number 6943558
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English
Unifying the Dynkin and Lebesgue–Stieltjes formulae
scientific article; zbMATH DE number 6943558

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    Unifying the Dynkin and Lebesgue–Stieltjes formulae (English)
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    26 September 2018
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    Lévy system
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    Markov process
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    jump diffusion
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    local martingale
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    Dynkin's formula
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