烦躁的女人
发表于 2025-3-23 10:06:42
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不能平静
发表于 2025-3-23 16:44:16
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察觉
发表于 2025-3-23 18:53:15
https://doi.org/10.1007/978-3-540-71189-6Maxima; Stochastic Processes; Stochastic calculus; calculus; fractional Brownian motion; local time-space
溺爱
发表于 2025-3-24 00:40:10
Local Time-Space Calculus for Reversible Semimartingalesl Ito formula requiring only the existence of locally bounded first-order derivatives. We extend this construction to reversible semimartingales and show the part that it can play for extended Ito formulas. MSC 2000: 60G44, 60H05, 60J55, 60J65 Key words: Reversible Semimartingale, Stochastic calculus, Local time, Ito formula
Nmda-Receptor
发表于 2025-3-24 02:46:45
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cogitate
发表于 2025-3-24 09:03:10
A Change-of-Variable Formula with Local Time on SurfacesKey words: Local time-space calculus, Ito’s formula, Tanaka’s formula, Local time, Curve, Surface, Brownian motion, Diffusion, Semimartingale, Weak convergence, Signed measure, Free-boundary problems, Optimal stopping
表主动
发表于 2025-3-24 11:04:26
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形容词
发表于 2025-3-24 18:04:06
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旧式步枪
发表于 2025-3-24 20:47:08
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hyperuricemia
发表于 2025-3-25 00:56:10
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