Integration with respect to local time and Ito's formula for smooth nondegenerate martingales

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.date.updated2019-04-26T08:41:12Z
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.identifier.idgrec582396
dc.identifier.issn0214-1493
dc.identifier.urihttps://hdl.handle.net/2445/132421
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.rights.accessRightsinfo:eu-repo/semantics/openAccess
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

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