scientific article; zbMATH DE number 3938172

zbMATH Open0585.60057MaRDI QIDQ3709554FDOQ3709554

Authors:

Publication date: 1985

Title of this publication is not available (Why is that?)

Recommendations

• On the generalized Tanaka's formula.
• Pathwise integrals and Itô-Tanaka formula for Gaussian processes
• scientific article; zbMATH DE number 6379261
• Local time and Tanaka formula for a Volterra-type multifractional Gaussian process
• scientific article; zbMATH DE number 3874348

zbMATH Keywords

local timeTanaka's formulaGaussian stochastic integral

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic integrals (60H05)

Cited In (4)

• Stochastic calculus for Gaussian processes and application to hitting times
• Tanaka formula for strictly stable processes
• Pathwise integrals and Itô-Tanaka formula for Gaussian processes
• On the generalized Tanaka's formula.

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3709554)