ITO FORMULA FOR AN ASYMPTOTICALLY 4-STABLE PROCESS

成果类型：

Article

署名作者：

Burdzy, Krzysztof; Madrecki, Andrzej

署名单位：

University of Washington; University of Washington Seattle; Wroclaw University of Science & Technology

刊物名称：

ANNALS OF APPLIED PROBABILITY

ISSN/ISSBN：

1050-5164

发表日期：

1996

页码：

200-217

关键词：

摘要：

We study an asymptotically 4-stable process. The main result is an Ito type formula.