Pathwise stochastic calculus with local times
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Publication:1635956
DOI10.1214/16-AIHP792zbMath1394.60032arXiv1508.05984OpenAlexW2964275451MaRDI QIDQ1635956
Pietro Siorpaes, Jan Obłój, Mark H. A. Davis
Publication date: 1 June 2018
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1508.05984
Sample path properties (60G17) Stochastic integrals (60H05) Local time and additive functionals (60J55)
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