2002Probability Theory and Related FieldsOpen access

Itô's formula for C 1,λ -functions of a càdlàg process and related calculus

Mohammed Errami, Francesco Russo, Pierre Vallois

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Key concepts: Semimartingale, Mathematics, Smoothness, Quadratic variation, Stochastic calculus, Generalization, Calculus (dental), Quadratic equation

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