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Showing 2013Show all
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math.FA2013
Products of generalized Nevanlinna functions with symmetric rational functions
S. Hassi, H. L. Wietsma
New classes of generalized Nevanlinna functions, which under multiplication with an arbitrary fixed symmetric rational function remain generalized Nevanlinna functions, are introdu…
math.PR2013★ 2 cited
Pathwise integrals and Ito-Tanaka Formula for Gaussian processes
Tommi Sottinen, Lauri Viitasaari
We prove the Ito-Tanaka formula and the existence of pathwise stochastic integrals for a wide class of Gaussian processes. Motivated by financial applications, we define the stocha…