A generalized occupation time formula for continuous semimartingales (Q3076885)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 5857841
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A generalized occupation time formula for continuous semimartingales |
scientific article; zbMATH DE number 5857841 |
Statements
A generalized occupation time formula for continuous semimartingales (English)
0 references
25 February 2011
0 references
continuous semimartingale
0 references
local time
0 references
occupation time formula
0 references
0.8227012753486633
0 references
0.8064259886741638
0 references
0.8011569976806641
0 references
