A Meyer-Itô formula for stable processes via fractional calculus (Q6045942)
From MaRDI portal
scientific article; zbMATH DE number 7685928
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Meyer-Itô formula for stable processes via fractional calculus |
scientific article; zbMATH DE number 7685928 |
Statements
A Meyer-Itô formula for stable processes via fractional calculus (English)
0 references
15 May 2023
0 references
Riemann-Liouville fractional operators
0 references
stable processes
0 references
Lizorkin space
0 references
Itô-Tanaka formulae
0 references
semimartingale decomposition
0 references
0 references
0 references
