𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A change of variables formula

✍ Scribed by L. I. Gal'chuk


Book ID
105099667
Publisher
SP MAIK Nauka/Interperiodica
Year
1979
Tongue
English
Weight
377 KB
Volume
26
Category
Article
ISSN
0001-4346

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


A Change-of-Variable Formula with Local
✍ Goran Peskir πŸ“‚ Article πŸ“… 2005 πŸ› Springer US 🌐 English βš– 272 KB

Let X = (X t ) t 0 be a continuous semimartingale and let b: R + β†’ R be a continuous function of bounded variation.