An Itō formula in the space of tempered distributions
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Publication:2360638
DOI10.1007/s10959-015-0639-3zbMath1370.60095arXiv1411.6145OpenAlexW3104860462MaRDI QIDQ2360638
Publication date: 4 July 2017
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1411.6145
Lévy processessemimartingalesstochastic differential equationstempered distributionslocal timesstochastic integralsItō formulaHermite-Sobolev spaces
Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalizations of martingales (60G48) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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Stochastic PDEs in \(\mathcal{S}'\) for SDEs driven by Lévy noise, Correction to: ``An Itō formula in the space of tempered distributions
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