A generalised Itō formula for Lévy-driven Volterra processes (Q2347455)
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scientific article; zbMATH DE number 6440573
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A generalised Itō formula for Lévy-driven Volterra processes |
scientific article; zbMATH DE number 6440573 |
Statements
A generalised Itō formula for Lévy-driven Volterra processes (English)
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27 May 2015
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Itō formula
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fractional Lévy processes
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Skorokhod integral
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stochastic convolution
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\(S\)-transform
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0.92048454
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0.9096441
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0.9085644
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0.90011305
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0.8997874
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0.8946143
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