Two-parameter p, q-variation paths and integrations of local times

Two-parameter p, q-variation paths and integrations of local times

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Bibliographic Details
Main Authors: Chunrong Feng, Huaizhong Zhao
Format: Default Preprint
Published: 2006
Subjects:
Other mathematical sciences not elsewhere classified
Two parameter p
Q-variation path integral
Local time
Continous semimartingale
Generalized Ito's formula
Mathematical Sciences not elsewhere classified
Online Access:https://hdl.handle.net/2134/1279
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