Integration with respect to the \(G\)-Brownian local time (Q482726): Difference between revisions

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+Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
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+Q4229941
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+Integration with respect to local time
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+Local time-space stochastic calculus for Lévy processes
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+Generalized Itǒ Formulae and Space-Time Lebesgue–Stieltjes Integrals of Local Times
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+Two-parameter \(p,q\)-variation paths and integrations of local times
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+Local time rough path for Lévy processes
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+Quadratic covariation and an extension of Itô's formula
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+On representation theorem of \(G\)-expectations and paths of \(G\)-Brownian motion
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+Stopping times and related Itô's calculus with \(G\)-Brownian motion
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+Local time and Tanaka formula for the \(G\)-Brownian motion
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+Quadratic covariation and Itô's formula for smooth nondegenerate martingales
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+The Malliavin Calculus and Related Topics
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+Q5436616
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+Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
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+A change-of-variable formula with local time on curves
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+Ito formula for \(C^ 1\)-functions of semimartingales
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+Integration with respect to fractional local time with Hurst index \(1/2 < \text H < 1\)
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+Some remarks on local time-space calculus
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+An inequality of the Hölder type, connected with Stieltjes integration
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