The functional Meyer–Tanaka formula (Q4584281)
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scientific article; zbMATH DE number 6929103
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| English | 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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0.8981019
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0.86595875
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0.8402596
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