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2007•Loughborough University Research Repository (Loughborough University)Open access

Variation of local time and new extensions to Ito's formula

Chunrong Feng

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Abstract

A Doctoral Thesis. Submitted in partial fulfilment of the requirements for the award of the degree of Doctor of Philosophy at Loughborough University.

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A Doctoral Thesis. Submitted in partial fulfilment of the requirements for the award of the degree of Doctor of Philosophy at Loughborough University.

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A Doctoral Thesis. Submitted in partial fulfilment of the requirements for the award of the degree of Doctor of Philosophy at Loughborough University.

Key concepts: Semimartingale, Riemann–Stieltjes integral, Mathematics, Daniell integral, Stratonovich integral, Riemann integral, Bounded variation, Lebesgue integration

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