Quasi sure analysis of local times of anticipating smooth semimartingales (Q2465750)
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English | Quasi sure analysis of local times of anticipating smooth semimartingales |
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Quasi sure analysis of local times of anticipating smooth semimartingales (English)
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8 January 2008
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Sobolev space
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anticipating smooth semimartingales
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generalized local time
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quadratic variation
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quasi sure convergence
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\((\alpha, p)\)-modification
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