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

preprint

posted on 2006-04-25, 16:47 authored by Chunrong Feng, Huaizhong Zhao

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

History

School

Science

Department

Mathematical Sciences

Pages

344548 bytes

Publication date

2006

Notes

This is a pre-print.

Language

en

Administrator link

https://repository.lboro.ac.uk/account/articles/9384260

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Categories

Other mathematical sciences not elsewhere classified

Keywords

Two parameter p Q-variation path integral Local time Continous semimartingale Generalized Ito's formula Mathematical Sciences not elsewhere classified

Licence

CC BY-NC-ND 4.0

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