Pathwise stochastic calculus with local times (Q1635956)

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Pathwise stochastic calculus with local times
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    title
    Pathwise stochastic calculus with local times (English)
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    DOI
    10.1214/16-AIHP792
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    author
    Jan Obłój
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    Pietro Siorpaes
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    Mark H. A. Davis
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    publication date
    1 June 2018
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    Mathematics Subject Classification ID
    60G17
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    60H05
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    60J55
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    zbMATH DE Number
    6880043
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    zbMATH Keywords
    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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    arXiv ID
    1508.05984
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    OpenAlex ID
    W2964275451
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