Rough path properties for local time of symmetric alpha stable processes
Qingfeng Wang
2134/11052
https://repository.lboro.ac.uk/articles/thesis/Rough_path_properties_for_local_time_of_symmetric_alpha_stable_processes/9374492
Rough path properties for local time of symmetric alpha stable processes
2012-11-30 09:09:41
Young integral
Rough path
Local time
P-variation of local time
Ito's formula
Mathematical Sciences not elsewhere classified