scientific article; zbMATH DE number 2078181
From MaRDI portal
Publication:4473010
Recommendations
- Generalized Itǒ Formulae and Space-Time Lebesgue–Stieltjes Integrals of Local Times
- Local time-space stochastic calculus for Lévy processes
- scientific article; zbMATH DE number 4044491
- Pathwise stochastic calculus with local times
- Local time and stochastic area integrals
- Publication:4893518
- scientific article; zbMATH DE number 4060465
- Local time-space calculus for symmetric Lévy processes
Cited in
(27)- Weak Approximation for a Black-Scholes Type Regime Switching Model
- Nash equilibrium in nonzero-sum games of optimal stopping for Brownian motion
- Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functions
- Kusuoka-Stroock formula on configuration space and regularities of local times with jumps
- A change-of-variable formula with local time on curves
- scientific article; zbMATH DE number 4044491 (Why is no real title available?)
- scientific article; zbMATH DE number 4060465 (Why is no real title available?)
- Local times for functions with finite variation: two versions of Stieltjes change-of-variables formula
- Robust classical-impulse stochastic control problems in an infinite horizon
- Stochastic integration with respect to additive functionals of zero quadratic variation
- Itô's rule and Lévy's theorem in vector lattices
- On Itô's formula for elliptic diffusion processes
- Itô's formula, the stochastic exponential, and change of measure on general time scales
- Integration with respect to local time and Itô's formula for smooth nondegenerate martingales
- Generalized Itǒ Formulae and Space-Time Lebesgue–Stieltjes Integrals of Local Times
- scientific article; zbMATH DE number 922953 (Why is no real title available?)
- Local time-space stochastic calculus for Lévy processes
- scientific article; zbMATH DE number 1619471 (Why is no real title available?)
- The functional Meyer–Tanaka formula
- Extended Itô calculus for symmetric Markov processes
- SDEs with uniform distributions: peacocks, conic martingales and mean reverting uniform diffusions
- Two-parameter \(p,q\)-variation paths and integrations of local times
- Local Time-Space Calculus for Reversible Semimartingales
- On some asymptotic expansions of skew diffusions
- A change of variable formula with applications to multi-dimensional optimal stopping problems
- Some remarks on local time-space calculus
- A convolution formula for the local time of an Itô diffusion reflecting at 0 and a generalized Stroock-Williams equation
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 Q4473010)
