Rough path properties for local time of symmetric alpha stable processes

Rough path properties for local time of symmetric alpha stable processes

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Bibliographic Details
Main Author: Qingfeng Wang
Format: Default Thesis
Published: 2012
Subjects:
Other mathematical sciences not elsewhere classified
Young integral
Rough path
Local time
P-variation of local time
Ito's formula
Mathematical Sciences not elsewhere classified
Online Access:https://hdl.handle.net/2134/11052
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