A generalization of Tanaka's formula
Gianluca Cassese
TL;DR
This paper extends Tanaka's formula by presenting new theoretical results that deepen understanding of stochastic calculus involving local times.
Contribution
It introduces generalized versions of Tanaka's formula, offering novel insights into stochastic processes and local time analysis.
Findings
New generalized formulas for Tanaka's formula
Enhanced understanding of local time in stochastic processes
Potential applications in stochastic calculus
Abstract
We prove some new results related to Tanaka's formula.
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Taxonomy
TopicsMathematical functions and polynomials · Matrix Theory and Algorithms · Advanced Optimization Algorithms Research