A Generalized Ito's Formula in Two-Dimensions and Stochastic Lebesgue-Stieltjes Integrals
(2007)
Journal Article
Feng, C., & Zhao, H. (2007). A Generalized Ito's Formula in Two-Dimensions and Stochastic Lebesgue-Stieltjes Integrals. Electronic Journal of Probability, 12, https://doi.org/10.1214/ejp.v12-468
Outputs (22)
Two-parameter p, q-variation Paths and Integrations of Local Times (2006)
Journal Article
Feng, C., & Zhao, H. (2006). Two-parameter p, q-variation Paths and Integrations of Local Times. Potential Analysis, 25(2), https://doi.org/10.1007/s11118-006-9024-2