Pathwise stochastic calculus with local times (Q1635956): Difference between revisions

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-Mark H. A. Davis
@@ Property / author: Mark H. A. Davis / rank @@
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@@ Property / author @@
+Mark H. A. Davis
@@ Property / author: Mark H. A. Davis / rank @@
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+Q4725447
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+Stochastic integration and \(L^ p-\)theory of semimartingales
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@@ Property / cites work @@
+Applied functional analysis. Functional analysis, Sobolev spaces and elliptic differential equations
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+Generalised arc length for brownian motion and L�vy processes
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+Tanaka formula for the fractional Brownian motion.
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@@ Property / cites work @@
+ARBITRAGE BOUNDS FOR PRICES OF WEIGHTED VARIANCE SWAPS
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@@ Property / cites work @@
+Q4192768
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@@ Property / cites work @@
+Two-parameter \(p,q\)-variation paths and integrations of local times
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+Q3911166
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@@ Property / cites work @@
+Q3966879
@@ Property / cites work: Q3966879 / rank @@
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@@ Property / cites work @@
+On pathwise stochastic integration
@@ Property / cites work: On pathwise stochastic integration / rank @@
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@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
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@@ Property / cites work @@
+Q5509994
@@ Property / cites work: Q5509994 / rank @@
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@@ Property / cites work @@
+Local times for typical price paths and pathwise Tanaka formulas
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@@ Property / cites work @@
+Q4435813
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@@ Property / cites work @@
+Q4226355
@@ Property / cites work: Q4226355 / rank @@
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@@ Property / cites work @@
+On a dyadic approximation of predictable processes of finite variation
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@@ Property / cites work @@
+Introduction to stochastic calculus for finance. A new didactic approach.
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+Pathwise integrals and Itô-Tanaka formula for Gaussian processes
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+Q3906206
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@@ Property / cites work @@
+Exact asymptotic estimates of Brownian path variation
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+Continuous-time trading and the emergence of probability
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@@ Property / cites work @@
+Local times and excursion theory for Brownian motion. A tale of Wiener and Itô measures
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+Publication:1635956