Dr Chunrong Feng chunrong.feng@durham.ac.uk
Professor
A Generalized Ito's Formula in Two-Dimensions and Stochastic Lebesgue-Stieltjes Integrals
Feng, Chunrong; Zhao, Huaizhong
Authors
Professor Huaizhong Zhao huaizhong.zhao@durham.ac.uk
Professor
Citation
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
| Journal Article Type | Article |
|---|---|
| Publication Date | 2007 |
| Deposit Date | Jan 5, 2021 |
| Journal | Electronic Journal of Probability |
| Electronic ISSN | 1083-6489 |
| Publisher | Institute of Mathematical Statistics |
| Peer Reviewed | Peer Reviewed |
| Volume | 12 |
| DOI | https://doi.org/10.1214/ejp.v12-468 |
| Public URL | https://durham-repository.worktribe.com/output/1282311 |
You might also like
Periodic measures and Wasserstein distance for analysing periodicity of time series datasets
(2023)
Journal Article
Local Time Rough Path for Lévy Processes
(2010)
Journal Article
Two-parameter p, q-variation Paths and Integrations of Local Times
(2006)
Journal Article
Numerical approximation of random periodic solutions of stochastic differential equations
(2017)
Journal Article
Downloadable Citations
About Durham Research Online (DRO)
Administrator e-mail: dro.admin@durham.ac.uk
This application uses the following open-source libraries:
SheetJS Community Edition
Apache License Version 2.0 (http://www.apache.org/licenses/)
PDF.js
Apache License Version 2.0 (http://www.apache.org/licenses/)
Font Awesome
SIL OFL 1.1 (http://scripts.sil.org/OFL)
MIT License (http://opensource.org/licenses/mit-license.html)
CC BY 3.0 ( http://creativecommons.org/licenses/by/3.0/)
Powered by Worktribe © 2024
Advanced Search