Ito formula for an asymptotically 4-stable process

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Date

1996-02

Authors

Burdzy, Krzysztof
Madrecki, Andrzej

Journal Title

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Volume Title

Publisher

Institute of Mathematical Statistics

Abstract

An Ito-type formula is given for an asymptotically 4-stable process.

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Keywords

stable process, 4-stable process, Ito formula

Citation

Burdzy, K. & A. Madrecki. (1996). Ito formula for an asymptotically 4-stable process. Annals of Applied Probability, 6(1), 200-217.

URI

http://hdl.handle.net/1773/2189

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EPrint Collection - Mathematics