The functional Meyer–Tanaka formula (Q4584281)

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scientific article; zbMATH DE number 6929103
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    The functional Meyer–Tanaka formula
    scientific article; zbMATH DE number 6929103

      Statements

      The functional Meyer–Tanaka formula (English)
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      29 August 2018
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      functional Itô calculus
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      Meyer-Tanaka formula
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      mollification
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      running maximum
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      local time
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      max-martingales
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