An optimal Itô formula for Lévy processes.
Eisenbaum, Nathalie; Walsh, Alexander
Electronic Communications in Probability [electronic only] (2009)
- Volume: 14, page 202-209
- ISSN: 1083-589X
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topEisenbaum, Nathalie, and Walsh, Alexander. "An optimal Itô formula for Lévy processes.." Electronic Communications in Probability [electronic only] 14 (2009): 202-209. <http://eudml.org/doc/224848>.
@article{Eisenbaum2009,
author = {Eisenbaum, Nathalie, Walsh, Alexander},
journal = {Electronic Communications in Probability [electronic only]},
keywords = {stochastic calculus; Lev́y process; local time; itô formula; Lévy process},
language = {eng},
pages = {202-209},
publisher = {University of Washington},
title = {An optimal Itô formula for Lévy processes.},
url = {http://eudml.org/doc/224848},
volume = {14},
year = {2009},
}
TY - JOUR
AU - Eisenbaum, Nathalie
AU - Walsh, Alexander
TI - An optimal Itô formula for Lévy processes.
JO - Electronic Communications in Probability [electronic only]
PY - 2009
PB - University of Washington
VL - 14
SP - 202
EP - 209
LA - eng
KW - stochastic calculus; Lev́y process; local time; itô formula; Lévy process
UR - http://eudml.org/doc/224848
ER -
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