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- Tanaka's_formula abstract "In the stochastic calculus, Tanaka's formula states thatwhere Bt is the standard Brownian motion, sgn denotes the sign functionand Lt is its local time at 0 (the local time spent by B at 0 before time t) given by the L2-limitTanaka's formula is the explicit Doob–Meyer decomposition of the submartingale |Bt| into the martingale part (the integral on the right-hand side), and a continuous increasing process (local time). It can also be seen as the analogue of Itō's lemma for the (nonsmooth) absolute value function , with and see local time for a formal explanation of the Itō term.".
- Tanaka's_formula wikiPageID "9666599".
- Tanaka's_formula wikiPageRevisionID "566024246".
- Tanaka's_formula hasPhotoCollection Tanaka's_formula.
- Tanaka's_formula subject Category:Equations.
- Tanaka's_formula subject Category:Martingale_theory.
- Tanaka's_formula subject Category:Probability_theorems.
- Tanaka's_formula type Abstraction100002137.
- Tanaka's_formula type Communication100033020.
- Tanaka's_formula type Equation106669864.
- Tanaka's_formula type Equations.
- Tanaka's_formula type MathematicalStatement106732169.
- Tanaka's_formula type Message106598915.
- Tanaka's_formula type ProbabilityTheorems.
- Tanaka's_formula type Proposition106750804.
- Tanaka's_formula type Statement106722453.
- Tanaka's_formula type Theorem106752293.
- Tanaka's_formula comment "In the stochastic calculus, Tanaka's formula states thatwhere Bt is the standard Brownian motion, sgn denotes the sign functionand Lt is its local time at 0 (the local time spent by B at 0 before time t) given by the L2-limitTanaka's formula is the explicit Doob–Meyer decomposition of the submartingale |Bt| into the martingale part (the integral on the right-hand side), and a continuous increasing process (local time).".
- Tanaka's_formula label "Formule de Tanaka".
- Tanaka's_formula label "Fórmula de Tanaka".
- Tanaka's_formula label "Fórmula de Tanaka".
- Tanaka's_formula label "Tanaka's formula".
- Tanaka's_formula sameAs Fórmula_de_Tanaka.
- Tanaka's_formula sameAs Formule_de_Tanaka.
- Tanaka's_formula sameAs Fórmula_de_Tanaka.
- Tanaka's_formula sameAs m.02pnk_6.
- Tanaka's_formula sameAs Q3068230.
- Tanaka's_formula sameAs Q3068230.
- Tanaka's_formula sameAs Tanaka's_formula.
- Tanaka's_formula wasDerivedFrom Tanaka's_formula?oldid=566024246.
- Tanaka's_formula isPrimaryTopicOf Tanaka's_formula.