An Extension of Ito’s Differentiation Formula (Q3729766): Difference between revisions
From MaRDI portal
Changed an Item |
ReferenceBot (talk | contribs) Changed an Item |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Local time is a semi-martingale / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3680014 / rank | |||
Normal rank | |||
Latest revision as of 15:04, 17 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Extension of Ito’s Differentiation Formula |
scientific article |
Statements
An Extension of Ito’s Differentiation Formula (English)
0 references
1987
0 references
Ito's differentiation formula
0 references
local time of a continuous semimartingale
0 references
