Ito's Integrated Formula for Strict Local Martingales with Jumps (Q5423763)
From MaRDI portal
scientific article; zbMATH DE number 5207283
Language | Label | Description | Also known as |
---|---|---|---|
English | Ito's Integrated Formula for Strict Local Martingales with Jumps |
scientific article; zbMATH DE number 5207283 |
Statements
Ito's Integrated Formula for Strict Local Martingales with Jumps (English)
0 references
31 October 2007
0 references
strict local martingales
0 references
local times
0 references
Dunkl processes
0 references
semi-stable Markov processes
0 references