Itô's formula for finite variation Lévy processes: the case of non-smooth functions (Q2352884)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Itô's formula for finite variation Lévy processes: the case of non-smooth functions |
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Itô's formula for finite variation Lévy processes: the case of non-smooth functions (English)
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6 July 2015
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Itō's formula
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finite variation Lévy processes
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weak derivatives
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mathematical finance
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