Rough path properties for local time of symmetric \(\alpha\) stable process (Q2408997)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rough path properties for local time of symmetric \(\alpha\) stable process |
scientific article |
Statements
Rough path properties for local time of symmetric \(\alpha\) stable process (English)
0 references
10 October 2017
0 references
Young integral
0 references
rough path
0 references
local time
0 references
\(p\)-variation
0 references
\(\alpha\)-stable processes
0 references
Itô's formula
0 references
0 references
0 references
