Open AccessThe Itô-Tanaka Trick : a non-semimartingale approach
Author(s) -
Laure Coutin,
Romain Duboscq,
Anthony Réveillac
Publication year - 2022
Publication title -
latin american journal of probability and mathematical statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.667
H-Index - 18
ISSN - 1980-0436
DOI - 10.30757/alea.v19-35
Subject(s) - semimartingale , context (archaeology) , mathematics , computer science , history , archaeology
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