Generalized Itǒ Formulae and Space-Time Lebesgue–Stieltjes Integrals of Local Times (Q5423748)
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scientific article; zbMATH DE number 5207268
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| English | Generalized Itǒ Formulae and Space-Time Lebesgue–Stieltjes Integrals of Local Times |
scientific article; zbMATH DE number 5207268 |
Statements
Generalized Itǒ Formulae and Space-Time Lebesgue–Stieltjes Integrals of Local Times (English)
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31 October 2007
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continuous semi-martingale
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two-dimensional Lebesgue-Stieltjes integral
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0.889076292514801
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0.8670682907104492
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0.8367825150489807
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