| Fecha:"2009" |
| Idioma:"No aplica" |
| Fecha:"2008" |
| Fecha:"11" |
| Fecha:"2013" |
| Repositorio: "Electronic communications in probability" |
| Temas: "60G44, 60H05, 60J55, 60J65" |
| Stochastic calculus , local time-space, It^o formula, parabolic generator. | (1) |
| stochastic calculus, Lévy process, local time, Itô formula | (1) |
| Más... |
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1.
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An optimal Itô formula for Lévy processes Eisenbaum, Nathalie; LPMA, Université Paris 6 - Walsh, Alexander; LPMA, Université Paris 6
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2.
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On the parabolic generator of a general one-dimensional Lévy process Eisenbaum, Nathalie; CNRS - Kyprianou, Andreas; University of Bath
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