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Please use this identifier to cite or link to this item: http://hdl.handle.net/2445/132421
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dc.contributor.authorBardina i Simorra, Xavier-
dc.contributor.authorRovira Escofet, Carles-
dc.date.accessioned2019-04-26T08:41:12Z-
dc.date.available2019-04-26T08:41:12Z-
dc.date.issued2010-
dc.identifier.issn0214-1493-
dc.identifier.urihttp://hdl.handle.net/2445/132421-
dc.description.abstractWe show an It o's formula for nondegenerate Brownian martingales Xt = R t 0 us dWs and functions F(x, t) with locally integrable derivatives in t and x. We prove that one can express the additional term in It o's s formula as an integral over space and time with respect to local time.-
dc.format.extent22 p.-
dc.format.mimetypeapplication/pdf-
dc.language.isoeng-
dc.publisherUniversitat Autònoma de Barcelona-
dc.relation.isformatofReproducció del document publicat a: https://doi.org/10.5565/PUBLMAT_54110_11-
dc.relation.ispartofPublicacions Matemàtiques, 2010, vol. 54, num. 1, p. 187-208-
dc.relation.urihttps://doi.org/10.5565/PUBLMAT_54110_11-
dc.rights(c) Universitat Autònoma de Barcelona, 2010-
dc.sourceArticles publicats en revistes (Matemàtiques i Informàtica)-
dc.subject.classificationMoviment brownià-
dc.subject.classificationMartingales (Matemàtica)-
dc.subject.otherBrownian movements-
dc.subject.otherMartingales (Mathematics)-
dc.titleIntegration with respect to local time and Ito's formula for smooth nondegenerate martingales-
dc.typeinfo:eu-repo/semantics/article-
dc.typeinfo:eu-repo/semantics/publishedVersion-
dc.identifier.idgrec582396-
dc.date.updated2019-04-26T08:41:12Z-
dc.rights.accessRightsinfo:eu-repo/semantics/openAccess-
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