A note on a change of variable formula with local time-space for Lévy processes of bounded variation

Andreas E. Kyprianou; Budhi A. Surya

doi:10.1007/978-3-540-71189-6_3

A note on a change of variable formula with local time-space for Lévy processes of bounded variation

Andreas E. Kyprianou, Budhi A. Surya

Research output: Contribution to journal › Article › peer-review

5 Citations (Scopus)

Abstract

Original language	English
Pages (from-to)	97-104
Number of pages	8
Journal	Lecture Notes in Mathematics
Volume	1899
DOIs	https://doi.org/10.1007/978-3-540-71189-6_3
Publication status	Published - 2007

Access to Document

10.1007/978-3-540-71189-6_3

Cite this

@article{edd67799d12f486fa27e0395b0e4cf62,

title = "A note on a change of variable formula with local time-space for L{\'e}vy processes of bounded variation",

abstract = "We establish a mild variant of the change of variable formula with local time-space for {"}ripped{"} functions and L{\'e}vy processes of bounded variation. {\textcopyright} 2007 Springer-VerlagBerlinHeidelberg.",

author = "Kyprianou, {Andreas E.} and Surya, {Budhi A.}",

year = "2007",

doi = "10.1007/978-3-540-71189-6_3",

language = "English",

volume = "1899",

pages = "97--104",

journal = "Lecture Notes in Mathematics",

issn = "0075-8434",

publisher = "Springer",

}

TY - JOUR

T1 - A note on a change of variable formula with local time-space for Lévy processes of bounded variation

AU - Kyprianou, Andreas E.

AU - Surya, Budhi A.

PY - 2007

Y1 - 2007

UR - http://www.scopus.com/inward/record.url?scp=34547521836&partnerID=8YFLogxK

U2 - 10.1007/978-3-540-71189-6_3

DO - 10.1007/978-3-540-71189-6_3

M3 - Article

SN - 0075-8434

VL - 1899

SP - 97

EP - 104

JO - Lecture Notes in Mathematics

JF - Lecture Notes in Mathematics

ER -

A note on a change of variable formula with local time-space for Lévy processes of bounded variation

Abstract

Access to Document

Other files and links

Fingerprint

Cite this