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Rough path properties for local time of symmetric alpha stable processes

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posted on 2012-11-30, 09:09 authored by Qingfeng Wang
Rough path properties for local time of symmetric alpha stable processes

History

School

  • Science

Department

  • Mathematical Sciences

Publisher

© Qingfeng Wang

Publication date

2012

Notes

A Doctoral Thesis. Submitted in partial fulfilment of the requirements for the award of Doctor of Philosophy of Loughborough University.

EThOS Persistent ID

uk.bl.ethos.561184

Language

  • en

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    Mathematical Sciences Theses

    Categories

    Keywords

    Young integralRough pathLocal timeP-variation of local timeIto's formulaMathematical Sciences not elsewhere classified

    Licence

    CC BY-NC-ND 4.0

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