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 journalArticle

1 Citation (Scopus)

Abstract

We establish a mild variant of the change of variable formula with local time-space for "ripped" functions and Lévy processes of bounded variation. © 2007 Springer-VerlagBerlinHeidelberg.

Original languageEnglish
Pages (from-to)97-104
Number of pages8
JournalLecture Notes in Mathematics
Volume1899
DOIs
Publication statusPublished - 2007

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