Rough path integral of local time (Q2427228)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rough path integral of local time |
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Rough path integral of local time (English)
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8 May 2008
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The paper considers for continuous semimartingales rough path integrals with respect to local times by using Lyon's rough path integration. It is shown that a Tanaka-Meyer formula exists.
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rough path
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local time
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semimartingale
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rough path integral
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