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- W2068728317 abstract "We define stochastic integrals for which local Dirichlet processes take the role of integrators. We thereby derive an Ito formula for local Dirichlet processes obtained by transformations of semimartingales" @default.
- W2068728317 created "2016-06-24" @default.
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- W2068728317 date "1997-11-01" @default.
- W2068728317 modified "2023-09-25" @default.
- W2068728317 title "An Itô formula for local dirichlet processes" @default.
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- W2068728317 doi "https://doi.org/10.1080/17442509708834129" @default.
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