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pro vyhledávání: '"Jochen Wolf"'
Autor:
Jochen Wolf, Hans-Jürgen Engelbert
Publikováno v:
Mathematica Bohemica. 125:235-247
Autor:
Jochen Wolf
Publikováno v:
Stochastics and Stochastic Reports. 62:65-101
We state a change of variable formula generalizing the Bouleau-Yor formula. We study the processes that are obtained by transforming continuous semimartingales according to this formula. In particular, we reveal them to be local Dirchlet processes