An optimal Itô formula for Lévy processes.
Eisenbaum, Nathalie ; Walsh, Alexander
Electronic Communications in Probability [electronic only], Tome 14 (2009), p. 202-209 / Harvested from The Electronic Library of Mathematics
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Publié le : 2009-01-01
EUDML-ID : urn:eudml:doc:224848 
@article{05636463,
     title = {An optimal It\^o formula for L\'evy processes.},
     journal = {Electronic Communications in Probability [electronic only]},
     volume = {14},
     year = {2009},
     pages = {202-209},
     zbl = {1191.60058},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05636463}
}

Eisenbaum, Nathalie; Walsh, Alexander. An optimal Itô formula for Lévy processes.. Electronic Communications in Probability [electronic only], Tome 14 (2009) pp. 202-209. http://gdmltest.u-ga.fr/item/05636463/