Pages that link to "Item:Q1908537"

The following pages link to Ito formula for \(C^ 1\)-functions of semimartingales (Q1908537):

Displaying 31 items.

• The quadratic variation for mixed-fractional Brownian motion (Q347449) (← links)
• Quadratic covariation estimates in non-smooth stochastic calculus (Q468746) (← links)
• Integration with respect to the \(G\)-Brownian local time (Q482726) (← links)
• On stochastic calculus related to financial assets without semimartingales (Q645948) (← links)
• Temporal variation for fractional heat equations with additive white noise (Q737138) (← links)
• Weak Dirichlet processes with a stochastic control perspective (Q855923) (← links)
• Nonsemimartingales: stochastic differential equations and weak Dirichlet processes (Q879256) (← links)
• Approximation via regularization of the local time of semimartingales and Brownian motion (Q952741) (← links)
• Some Brownian local time approximations. (Q997987) (← links)
• Integration with respect to fractional local time with Hurst index \(1/2 < \text H < 1\) (Q1014000) (← links)
• An extension of Itô's formula for elliptic diffusion processes (Q1275936) (← links)
• Wick theorems in non-Gaussian white noise calculus (Q1373516) (← links)
• Generalized covariations, local time and Stratonovich Itô's formula for fractional Brownian motion with Hurst index \(H\geq\frac 1 4\). (Q1433879) (← links)
• Weak Dirichlet processes with jumps (Q1679481) (← links)
• Stochastic systems with memory and jumps (Q1736185) (← links)
• Generalized integration and stochastic ODEs (Q1872259) (← links)
• Generalization of Itô's formula for smooth nondegenerate martingales. (Q1879509) (← links)
• Time reversal of Volterra processes driven stochastic differential equations (Q1952467) (← links)
• Quadratic covariations for the solution to a stochastic heat equation with space-time white noise (Q2078450) (← links)
• A \(\mathbb{C}^{0, 1}\)-functional Itô's formula and its applications in mathematical finance (Q2132538) (← links)
• Understanding the dual formulation for the hedging of path-dependent options with price impact (Q2170357) (← links)
• Trading strategies generated by Lyapunov functions (Q2364535) (← links)
• A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps (Q2410984) (← links)
• The generalized Bouleau-Yor identity for a sub-fractional Brownian motion (Q2441133) (← links)
• Local time-space stochastic calculus for Lévy processes (Q2495381) (← links)
• \(n\)-covariation, generalized Dirichlet processes and calculus with respect to finite cubic variation processes. (Q2574559) (← links)
• STOCHASTIC INTEGRATION WITH RESPECT TO THE CYLINDRICAL WIENER PROCESS VIA REGULARIZATION (Q2857632) (← links)
• The generalized quadratic covariation for fractional Brownian motion with Hurst index less than 1/2 (Q2937045) (← links)
• Convergence at First and Second Order of Some Approximations of Stochastic Integrals (Q3086802) (← links)
• A change of variable formula with applications to multi-dimensional optimal stopping problems (Q6048969) (← links)
• Itô-Föllmer calculus in Banach spaces. I: The Itô formula (Q6165993) (← links)