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Please use this identifier to cite or link to this item: https://dspace.lboro.ac.uk/2134/11052

Title: Rough path properties for local time of symmetric alpha stable processes
Authors: Wang, Qingfeng
Keywords: Young integral
Rough path
Local time
P-variation of local time
Ito's formula
Issue Date: 2012
Publisher: © Qingfeng Wang
Description: A Doctoral Thesis. Submitted in partial fulfilment of the requirements for the award of Doctor of Philosophy of Loughborough University.
Version: Not specified
URI: https://dspace.lboro.ac.uk/2134/11052
Appears in Collections:PhD Theses (Maths)

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