From Tanaka's formula to Ito's formula : distributions, tensor products and local times

Bhaskaran Rajeev

Séminaire de probabilités de Strasbourg (2001)

  • Volume: 35, page 371-389

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Rajeev, Bhaskaran. "From Tanaka's formula to Ito's formula : distributions, tensor products and local times." Séminaire de probabilités de Strasbourg 35 (2001): 371-389. <http://eudml.org/doc/114073>.

@article{Rajeev2001,
author = {Rajeev, Bhaskaran},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {semimartingale; infinite-dimensional approach; Tanaka formulae; Hilbert space; tensorial integration; Itô formulae},
language = {eng},
pages = {371-389},
publisher = {Springer - Lecture Notes in Mathematics},
title = {From Tanaka's formula to Ito's formula : distributions, tensor products and local times},
url = {http://eudml.org/doc/114073},
volume = {35},
year = {2001},
}

TY - JOUR
AU - Rajeev, Bhaskaran
TI - From Tanaka's formula to Ito's formula : distributions, tensor products and local times
JO - Séminaire de probabilités de Strasbourg
PY - 2001
PB - Springer - Lecture Notes in Mathematics
VL - 35
SP - 371
EP - 389
LA - eng
KW - semimartingale; infinite-dimensional approach; Tanaka formulae; Hilbert space; tensorial integration; Itô formulae
UR - http://eudml.org/doc/114073
ER -

References

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