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Volumn 6, Issue 1, 1996, Pages 200-217

Itô formula for an asymptotically 4-stable process

Author keywords

4 stable process; It formula; Stable process

Indexed keywords


EID: 0040204047     PISSN: 10505164     EISSN: None     Source Type: Journal    
DOI: 10.1214/aoap/1034968071     Document Type: Article
Times cited : (9)

References (16)
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    • (1993) Seminar on Stochastic Processes 1992 , pp. 67-87
    • Burdzy, K.1
  • 5
    • 0001601561 scopus 로고
    • Probabilistic construction of the solution of some higher order parabolic differential equations
    • FUNAKI, T. (1979). Probabilistic construction of the solution of some higher order parabolic differential equations. Proc. Japan Acad. Ser. A Math. Sci. 55 176-179.
    • (1979) Proc. Japan Acad. Ser. A Math. Sci. , vol.55 , pp. 176-179
    • Funaki, T.1
  • 6
    • 0039465262 scopus 로고
    • Biharmonic functions and Brownian motion
    • HELMS, L. L. (1967). Biharmonic functions and Brownian motion. J. Appl. Probab. 4 130-136.
    • (1967) J. Appl. Probab. , vol.4 , pp. 130-136
    • Helms, L.L.1
  • 7
    • 0000505976 scopus 로고
    • A signed measure on path space related to Wiener measure
    • HOCHBERG, K. J. (1978). A signed measure on path space related to Wiener measure. Ann. Probab. 6 433-458.
    • (1978) Ann. Probab. , vol.6 , pp. 433-458
    • Hochberg, K.J.1
  • 8
    • 0001962747 scopus 로고
    • The arc-sine law and its analogues for processes governed by signed and complex measures
    • To appear
    • HOCHBERG, K. J. and ORSINGHER, E. (1994). The arc-sine law and its analogues for processes governed by signed and complex measures. Stochastic Process. Appl. To appear.
    • (1994) Stochastic Process. Appl.
    • Hochberg, K.J.1    Orsingher, E.2
  • 11
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    • 0040057051 scopus 로고
    • Stochastic calculus for a class of evolution equations
    • NISHIOKA, K. (1985). Stochastic calculus for a class of evolution equations. Japan J. Math. (N.S.) 11 59-102.
    • (1985) Japan J. Math. (N.S.) , vol.11 , pp. 59-102
    • Nishioka, K.1
  • 13
    • 84972573152 scopus 로고
    • A stochastic solution of a high order parabolic equation
    • NISHIOKA, K. (1987). A stochastic solution of a high order parabolic equation. J. Math. Soc. Japan 39 209-231.
    • (1987) J. Math. Soc. Japan , vol.39 , pp. 209-231
    • Nishioka, K.1
  • 15
    • 36449002999 scopus 로고
    • Construction of a complex-valued fractional Brownian motion of order
    • SAINTY, PH. (1992). Construction of a complex-valued fractional Brownian motion of order N. J. Math. Phys. 33 3128-3149.
    • (1992) N. J. Math. Phys. , vol.33 , pp. 3128-3149
    • Sainty, Ph.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.