The Tanaka Formula for Symmetric Stable Processes with Index $\alpha$, $0<\alpha<2$
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Publication:5232090
DOI10.1137/S0040585X97T989489zbMath1479.60099OpenAlexW2942188686MaRDI QIDQ5232090
Vladimir P. Kurenok, Hans-Jürgen Engelbert
Publication date: 29 August 2019
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0040585x97t989489
Processes with independent increments; Lévy processes (60G51) Stable stochastic processes (60G52) Local time and additive functionals (60J55)
Related Items (3)
Optimal \(L^2\)-approximation of occupation and local times for symmetric stable processes ⋮ A Meyer-Itô formula for stable processes via fractional calculus ⋮ Pathwise uniqueness of stochastic differential equations driven by Cauchy processes with drift
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