Rough path properties for local time of symmetric \(\alpha\) stable process

DOI10.1016/j.spa.2017.03.006zbMath1381.60089arXiv1703.02782OpenAlexW744327427MaRDI QIDQ2408997

Huaizhong Zhao, Qingfeng Wang

Publication date: 10 October 2017

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1703.02782

zbMATH Keywords

local timeItô's formula\(p\)-variationYoung integralrough path\(\alpha\)-stable processes

Mathematics Subject Classification ID

Sample path properties (60G17) Stable stochastic processes (60G52) Local time and additive functionals (60J55)

Cites Work

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