✦ LIBER ✦

Tanaka Formula for Multidimensional Brownian Motions

✍ Scribed by H. Uemura

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Tanaka formula for the fractional Browni

✍ Laure Coutin; David Nualart; Ciprian A. Tudor 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 139 KB

Local time and Tanaka formula for the -B

✍ Qian Lin 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 310 KB

Tanaka's formula for multiple intersecti

✍ Jay Rosen 📂 Article 📅 1986 🏛 Elsevier Science 🌐 English ⚖ 469 KB

On Itô s formula for multidimensional Br

✍ Hans Föllmer; Philip Protter 📂 Article 📅 2000 🏛 Springer 🌐 English ⚖ 121 KB

Kunita–Watanabe inequalities and Tanaka

✍ Defei Zhang; Ping He; Xinsong Yang 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 234 KB

Some variations on Kac's formula for Bro

✍ Dudley Paul Johnson 📂 Article 📅 1989 🏛 Springer US 🌐 English ⚖ 101 KB