Pages that link to "Item:Q2495381"

The following pages link to Local time-space stochastic calculus for Lévy processes (Q2495381):

Displaying 18 items.

• The quadratic variation for mixed-fractional Brownian motion (Q347449) (← links)
• Integration with respect to the \(G\)-Brownian local time (Q482726) (← links)
• Local time-space calculus for symmetric Lévy processes (Q554450) (← links)
• Integration with respect to fractional local time with Hurst index \(1/2 < \text H < 1\) (Q1014000) (← links)
• Extended Itô calculus for symmetric Markov processes (Q1932222) (← links)
• On Chernoff's test for a fractional Brownian motion (Q2001264) (← links)
• Stochastic integration with respect to additive functionals of zero quadratic variation (Q2435248) (← links)
• The generalized Bouleau-Yor identity for a sub-fractional Brownian motion (Q2441133) (← links)
• Some remarks on local time-space calculus (Q2467714) (← links)
• On Itô's formula for elliptic diffusion processes (Q2469653) (← links)
• Derivative for self-intersection local time of multidimensional fractional Brownian motion (Q2804018) (← links)
• The generalized quadratic covariation for fractional Brownian motion with Hurst index less than 1/2 (Q2937045) (← links)
• A Bayesian sequential test for the drift of a fractional Brownian motion (Q5005050) (← links)
• Derivative for the intersection local time of two independent fractional Brownian motions (Q5086914) (← links)
• Strong Solutions of Some One-dimensional SDEs with Random and Unbounded Drifts (Q5239842) (← links)
• A change of variable formula with applications to multi-dimensional optimal stopping problems (Q6048969) (← links)
• Maximum principle for stochastic control of SDEs with measurable drifts (Q6167091) (← links)
• Stochastic integration with respect to local time of the Brownian sheet and regularising properties of Brownian sheet paths (Q6635708) (← links)