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

# metadata.dc.description.abstract[].value
We 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.

# metadata.dc.rights[].value
(c) Universitat Autònoma de Barcelona, 2010

# metadata.dc.source[].value
Articles publicats en revistes (Matemàtiques i Informàtica)

# metadata.dc.title[].value
Integration with respect to local time and Ito's formula for smooth nondegenerate martingales