Pages that link to "Item:Q4368877"
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The following pages link to Transformations of semi-martingales and local dirichlet processes (Q4368877):
Displayed 5 items.
- Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functions (Q297469) (← links)
- Generalized covariations, local time and Stratonovich Itô's formula for fractional Brownian motion with Hurst index \(H\geq\frac 1 4\). (Q1433879) (← links)
- Generalized integration and stochastic ODEs (Q1872259) (← links)
- \(n\)-covariation, generalized Dirichlet processes and calculus with respect to finite cubic variation processes. (Q2574559) (← links)
- Quadratic covariation and Itô's formula for smooth nondegenerate martingales (Q5919593) (← links)