scientific article; zbMATH DE number 3938172

MaRDI QIDQ3709554zbMATH OpenFDO

Authors

Publication date 1985

zbMATH Keywords

local timeTanaka's formulaGaussian stochastic integral

Mathematics Subject Classification ID

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

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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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