0347103 20240103193832.620101004235959.9 Praha ÚTIA AV ČR 2009 22 s. Research Report 2260 Itˆo Formula Stable processes Change of Measures cav_un_auth*0264011 Karlová Andrea Stochastická informatika Department of Stochastic Informatics SI SI UTIA-B Ústav teorie informace a automatizace AV ČR, v. v. i. http://library.utia.cas.cz/separaty/2010/SI/karlova-note on stochastic calculus for stable processes.pdf IAA101120604 GA AV ČR CZ cav_un_auth*0215816 CEZ:AV0Z10750506 The report provides an overview on important definitions and theorems from stochastic calculus with special focus on the class of a−stable processes on one-dimensional real line. 2011 BA 4 O 4o 20231122134136.8 http://hdl.handle.net/11104/0187957 2009 Soubory v repozitáři: 0347103.pdf 2009 Praha ÚTIA AV ČR