• Media type: E-Article
  • Title: A generalised Itō formula for Lévy-driven Volterra processes
  • Contributor: Bender, Christian; Knobloch, Robert; Oberacker, Philip
  • Published: Elsevier BV, 2015
  • Published in: Stochastic Processes and their Applications, 125 (2015) 8, Seite 2989-3022
  • Language: English
  • DOI: 10.1016/j.spa.2015.02.009
  • ISSN: 0304-4149
  • Keywords: Applied Mathematics ; Modeling and Simulation ; Statistics and Probability
  • Origination:
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  • Access State: Open Access