Pathwise stochastic calculus with local times (Q1635956)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pathwise stochastic calculus with local times |
scientific article |
Statements
Pathwise stochastic calculus with local times (English)
0 references
1 June 2018
0 references
pathwise local-time
0 references
Itô-Tanaka formula
0 references
random partitions
0 references
Brownian variation
0 references
0 references
