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A Note on a Change of Variable Formula with Local Time-Space for Lévy Processes of Bounded Variation

  • Andreas E. Kyprianou
  • Budhi A. Surya
Part of the Lecture Notes in Mathematics book series (LNM, volume 1899)

We establish a mild variant of the change of variable formula with local time-space for “ripped” functions and Lévy processes of bounded variation.

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Copyright information

© Springer-VerlagBerlinHeidelberg 2007

Authors and Affiliations

  • Andreas E. Kyprianou
    • 1
  • Budhi A. Surya
    • 2
  1. 1.Mathematical InstituteUtrecht UniversityUtrechtThe Netherlands
  2. 2.School of MathematicsHeriot Watt UniversityScotlandUK

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