An Optimal Functional It\^{o}'s Formula For L\'{e}vy Processes

Autor:	Houdré, Christian, Víquez, Jorge
Rok vydání:	2024
Předmět:	Mathematics - Probability
Druh dokumentu:	Working Paper
Popis:	Several versions of It\^{o}'s formula have been obtained in the setting of the functional stochastic calculus. In this regard, we present a local time-space version that works for arbitrary bounded and continuous functionals of L\'{e}vy processes and which does not depend on a functional's H\"{o}lder continuity.
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2406.00601 Zobrazit plný text záznamu View this record from Arxiv