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- W3104860462 abstract "We extend the It=o formula cite{MR1837298}*{Theorem 2.3} for semimartingales with rcll paths. We also comment on Local time process of such semimartingales. We apply the It=o formula to L'evy processes to obtain existence of solutions to certain classes of stochastic differential equations in the Hermite-Sobolev spaces." @default.
- W3104860462 created "2020-11-23" @default.
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- W3104860462 date "2015-10-11" @default.
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- W3104860462 title "An Itō Formula in the Space of Tempered Distributions" @default.
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- W3104860462 doi "https://doi.org/10.1007/s10959-015-0639-3" @default.
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