Pathwise stochastic calculus with local times (Q1635956)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pathwise stochastic calculus with local times |
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Pathwise stochastic calculus with local times (English)
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1 June 2018
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pathwise local-time
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Itô-Tanaka formula
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random partitions
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Brownian variation
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