Unifying the Dynkin and Lebesgue–Stieltjes formulae (Q4684851)
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scientific article; zbMATH DE number 6943558
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Unifying the Dynkin and Lebesgue–Stieltjes formulae |
scientific article; zbMATH DE number 6943558 |
Statements
Unifying the Dynkin and Lebesgue–Stieltjes formulae (English)
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26 September 2018
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Lévy system
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Markov process
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jump diffusion
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local martingale
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Dynkin's formula
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