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Centre for Mathematical Physics and Stochastics
Department of Mathematical Sciences, University of Aarhus

Funded by The Danish National Research Foundation

MPS-RR 2002-46
December 2002

Local Time-Space Calculus and Extensions of Itô's Formula


Goran Peskir

R. Ghomrasni

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This paper has now been published in Proc. High Dim. Probab. III (Sandbjerg 2002), Progr. Probab. 55, Birkhauser Basel, 177-192 (2003)