On the parabolic generator of a general one-dimensional Lévy process (Q1038873)
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scientific article; zbMATH DE number 5636402
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|---|---|---|---|
| default for all languages | No label defined |
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| English | On the parabolic generator of a general one-dimensional Lévy process |
scientific article; zbMATH DE number 5636402 |
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On the parabolic generator of a general one-dimensional Lévy process (English)
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20 November 2009
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stochastic calculus
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local time-space
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Itô formula
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parabolic generator
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0.89236575
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0.8694446
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0.86209923
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0.85571194
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0.85471976
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