Local times and Tanaka-Meyer formulae for càdlàg paths (Q2042797)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local times and Tanaka-Meyer formulae for càdlàg paths |
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Local times and Tanaka-Meyer formulae for càdlàg paths (English)
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21 July 2021
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càdlàg path
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Föllmer-Itô formula
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local time
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pathwise stochastic integration
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pathwise Tanaka formula
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semimartingale
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