A note on the change of variable formula with local time-space for bounded variation Levy processes

A E Kyprianou, B Surya

Research output: Chapter in Book/Report/Conference proceedingChapter

Original languageEnglish
Title of host publicationSeminaire de Probabilites XL
Place of PublicationBerlin
PublisherSpringer
Pages97-104
Number of pages8
Volume1899/2007
DOIs
Publication statusPublished - 2006

Publication series

NameLecture Notes in Mathematics
PublisherSpringer

Cite this

Kyprianou, A. E., & Surya, B. (2006). A note on the change of variable formula with local time-space for bounded variation Levy processes. In Seminaire de Probabilites XL (Vol. 1899/2007, pp. 97-104). (Lecture Notes in Mathematics). Springer. https://doi.org/10.1007/978-3-540-71189-6