Itô's formula for C1,λ-functions of a càdlàg process and related calculus

Probability Theory and Related Fields

Volumn 122, Issue 2, 2002, Pages 191-221

  Errami, Mohammed ^a   Russo, Francesco ^a   Vallois, Pierre ^b  

^a UNIVERSITÉ PARIS 13   (France)

^b UNIVERSITÉ DE LORRAINE   (France)

Author keywords

C dl g semimartingales; Finite quadratic variation; Generalized It 's formula; Kurtz Pardoux Protter's equation; L vy processes

Indexed keywords

EID: 0036003103     PISSN: 01788051     EISSN: None     Source Type: Journal    
DOI: 10.1007/s004400100168     Document Type: Article

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