Variation of local time and new extensions to Ito's formula
In this doctoral thesis, first we prove the continuous semimartingale local time Lt is of bounded p-variation in the space variable in the classical sense for any p > 2 a.s., and based on this fact we define the integral of local time in the sense of Young integral, and in the sense of Lyons'...
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| Format: | Default Thesis |
| Published: |
2007
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| Online Access: | https://hdl.handle.net/2134/35849 |
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