Mini-workshop: Local time-space calculus with applications

DOI10.4171/OWR/2004/26zbMATH Open1077.60500MaRDI QIDQ1781887FDOQ1781887

Authors:

Publication date: 9 June 2005

Published in: Oberwolfach Reports (Search for Journal in Brave)

Full work available at URL: http://www.ems-ph.org/journals/show_issue.php?issn=1660-8933&vol=1&iss=2

Recommendations

• Local time-space stochastic calculus for Lévy processes
• Optimal stopping and perpetual options for Lévy processes
• Local Time-Space Calculus for Reversible Semimartingales
• Local time-space calculus for symmetric Lévy processes
• scientific article; zbMATH DE number 2227484

Mathematics Subject Classification ID

Proceedings, conferences, collections, etc. pertaining to probability theory (60-06) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06) Collections of abstracts of lectures (00B05)

This page was built for publication: Mini-workshop: Local time-space calculus with applications

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1781887)