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.
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Conference or Workshop Item
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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
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Local EPrints ID: 366629
URI: http://eprints.soton.ac.uk/id/eprint/366629
PURE UUID: 1ef8e4e7-708d-40ba-91a8-6ba8767a3f04
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Date deposited: 07 Jul 2014 11:12
Last modified: 11 Dec 2021 04:43
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Contributors
Author:
Ramin Okhrati
Author:
Uwe Schmock
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