Tanaka's formula
id:
tanaka-s-formula-278-11359098
title:
Tanaka's formula
text:
In the stochastic calculus, Tanaka's formula for the Brownian motion states that where Bt is the standard Brownian motion, sgn denotes the sign function and Lt is its local time at 0 given by the L2-limit One can also extend the formula to semimartingales.
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original url:
https://en.wikipedia.org/wiki/Tanaka%27s_formula
date created:
date modified:
2024-03-21T00:00:17Z
main entity:
{"identifier":"Q3068230","url":"https://www.wikidata.org/entity/Q3068230"}
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13
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