A Meyer-Itô formula for stable processes via fractional calculus. Cano, A. S. & Uribe Bravo, G. Fract. Calc. Appl. Anal., 26(2):619–650, 2023.
A Meyer-Itô formula for stable processes via fractional calculus [link]Paper  doi  bibtex   
@article{MR4571582,
	author = {Cano, Alejandro Santoyo and Uribe Bravo, Ger\'{o}nimo},
	date-added = {2024-02-03 09:22:59 +0000},
	date-modified = {2024-02-21 10:25:18 +0000},
	doi = {10.1007/s13540-023-00139-2},
	fjournal = {Fractional Calculus and Applied Analysis. An International Journal for Theory and Applications},
	issn = {1311-0454,1314-2224},
	journal = {Fract. Calc. Appl. Anal.},
	keywords = {L{\'e}vy Processes; Stable Processes},
	mrclass = {60H05 (26A33 60G52)},
	mrnumber = {4571582},
	number = {2},
	pages = {619--650},
	title = {A {M}eyer-{I}t\^{o} formula for stable processes via fractional calculus},
	url = {https://doi.org/10.1007/s13540-023-00139-2},
	volume = {26},
	year = {2023},
	bdsk-url-1 = {https://doi.org/10.1007/s13540-023-00139-2}}

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