On It\^{o}'s formula for symmetric $\alpha $-stable L\'{e}vy process of index $1<\alpha\leq 2 $

arXiv1003.5367MaRDI QIDQ6218209

Youssef Ouknine, Rachid Belfadli

Publication date: 28 March 2010

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stable stochastic processes (60G52) Local time and additive functionals (60J55)

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