Ito's Integrated Formula for Strict Local Martingales with Jumps
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Publication:5423763
DOI10.1007/978-3-540-71189-6_20zbMath1140.60021MaRDI QIDQ5423763
Publication date: 31 October 2007
Published in: Lecture Notes in Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-540-71189-6_20
60J25: Continuous-time Markov processes on general state spaces
60G44: Martingales with continuous parameter
60J55: Local time and additive functionals
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