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scientific article; zbMATH DE number 3938172

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Publication:3709554
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zbMATH Open0585.60057MaRDI QIDQ3709554FDOQ3709554


Authors:


Publication date: 1985



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



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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.





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