Itô's formula for C 1,λ -functions of a càdlàg process and related calculus

Mohammed Errami, Francesco Russo, Pierre Vallois

Type: Article

Publication Date: 2002-02-01

Citations: 32

DOI: https://doi.org/10.1007/s004400100168

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Probability Theory and Related Fields - View - PDF

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+	On the Link Between Fractional and Stochastic Calculus	2007	Martina Zähle
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