Unifying the Dynkin and Lebesgue–Stieltjes formulae (Q4684851)
From MaRDI portal
scientific article; zbMATH DE number 6943558
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Unifying the Dynkin and Lebesgue–Stieltjes formulae |
scientific article; zbMATH DE number 6943558 |
Statements
Unifying the Dynkin and Lebesgue–Stieltjes formulae (English)
0 references
26 September 2018
0 references
Lévy system
0 references
Markov process
0 references
jump diffusion
0 references
local martingale
0 references
Dynkin's formula
0 references
