Itô's formula for finite variation Lévy processes: the case of non-smooth functions
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Publication:2352884
DOI10.1016/j.jmaa.2015.05.025zbMath1321.60117arXiv1507.00294OpenAlexW1549993124MaRDI QIDQ2352884
Publication date: 6 July 2015
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1507.00294
Processes with independent increments; Lévy processes (60G51) Financial applications of other theories (91G80) Stochastic integrals (60H05)
Cites Work
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