collaborators

1 paper

math.PR2024

Characteristics and It{ô}'s formula for weak Dirichlet processes: an equivalence result

Elena Bandini, Francesco Russo

The main objective consists in generalizing a well-known It{ô} formula of J. Jacod and A. Shiryaev: given a c{à}dl{à}g process S, there is an equivalence between the fact that S is…