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Ito's formula for finite variation Lévy processes: the case of non-smooth functions

Ito's formula for finite variation Lévy processes: the case of non-smooth functions
Ito's formula for finite variation Lévy processes: the case of non-smooth functions
Okhrati, Ramin
e8e0b289-be8c-4e73-aea5-c9835190a54a
Schmock, Uwe
3e140fe7-020f-4c71-985c-473f10d5c290
Okhrati, Ramin
e8e0b289-be8c-4e73-aea5-c9835190a54a
Schmock, Uwe
3e140fe7-020f-4c71-985c-473f10d5c290

Okhrati, Ramin and Schmock, Uwe (2014) Ito's formula for finite variation Lévy processes: the case of non-smooth functions. 11th German Probability and Statistics Days 2014, Ulm, Germany. 04 - 07 Mar 2014.

Record type: Conference or Workshop Item (Paper)

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More information

e-pub ahead of print date: March 2014
Venue - Dates: 11th German Probability and Statistics Days 2014, Ulm, Germany, 2014-03-04 - 2014-03-07
Organisations: Statistics

Identifiers

Local EPrints ID: 366629
URI: http://eprints.soton.ac.uk/id/eprint/366629
PURE UUID: 1ef8e4e7-708d-40ba-91a8-6ba8767a3f04
ORCID for Ramin Okhrati: ORCID iD orcid.org/0000-0003-0103-7051

Catalogue record

Date deposited: 07 Jul 2014 11:12
Last modified: 11 Dec 2021 04:43

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Contributors

Author: Ramin Okhrati ORCID iD
Author: Uwe Schmock

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