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

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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 Verlag",

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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 - https://www.scopus.com/pages/publications/34547521836

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

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