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


Reference:

Kyprianou, A. E. and 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. Berlin: Springer, pp. 97-104. (Lecture Notes in Mathematics)

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Official URL:

http://dx.doi.org/10.1007/978-3-540-71189-6

Details

Item Type Book Sections
CreatorsKyprianou, A. E.and Surya, B.
DOI10.1007/978-3-540-71189-6
DepartmentsFaculty of Science > Mathematical Sciences
StatusPublished
ID Code7040

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