Tanaka formula for strictly stable processes (Q5227566)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Tanaka formula for strictly stable processes |
scientific article; zbMATH DE number 7089235
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Tanaka formula for strictly stable processes |
scientific article; zbMATH DE number 7089235 |
Statements
Tanaka formula for strictly stable processes (English)
0 references
6 August 2019
0 references
local time
0 references
stable process
0 references
Itô's stochastic calculus
0 references
0 references
0 references
0.9084683
0 references
0.89969295
0 references
0.87391376
0 references
0.86507756
0 references
0.85270214
0 references
0.8526362
0 references
0.85236925
0 references