Tanaka formula for strictly stable processes (Q5227566)
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scientific article; zbMATH DE number 7089235
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Tanaka formula for strictly stable processes |
scientific article; zbMATH DE number 7089235 |
Statements
Tanaka formula for strictly stable processes (English)
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6 August 2019
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local time
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stable process
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Itô's stochastic calculus
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0.9084683
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0.89969295
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0.87391376
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0.86507756
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0.85270214
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0.8526362
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0.85236925
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