An Extension of Ito’s Differentiation Formula (Q3729766)

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An Extension of Ito’s Differentiation Formula
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    Statements

    title
    An Extension of Ito’s Differentiation Formula (English)
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    author
    Robert J. Elliott
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    Ata N. Al-Hussaini
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    publication date
    1987
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    zbMATH Keywords
    Ito's differentiation formula
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    local time of a continuous semimartingale
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    Identifiers

    zbMATH DE Number
    3960687
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