A Meyer-Itô formula for stable processes via fractional calculus (Q6045942)
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scientific article; zbMATH DE number 7685928
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Meyer-Itô formula for stable processes via fractional calculus |
scientific article; zbMATH DE number 7685928 |
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A Meyer-Itô formula for stable processes via fractional calculus (English)
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15 May 2023
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Riemann-Liouville fractional operators
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stable processes
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Lizorkin space
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Itô-Tanaka formulae
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semimartingale decomposition
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