Rough path properties for local time of symmetric \(\alpha\) stable process (Q2408997)
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scientific article; zbMATH DE number 6789119
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| English | Rough path properties for local time of symmetric \(\alpha\) stable process |
scientific article; zbMATH DE number 6789119 |
Statements
Rough path properties for local time of symmetric \(\alpha\) stable process (English)
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10 October 2017
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Young integral
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rough path
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local time
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\(p\)-variation
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\(\alpha\)-stable processes
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Itô's formula
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0.8330169320106506
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0.819161057472229
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0.803892970085144
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