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arXiv · 1907.03629

The It{\^o}-Tanaka Trick: a non-semimartingale approach

Laure Coutin·Romain Duboscq·Anthony Réveillac
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Abstract

In this paper we provide an It{\^o}-Tanaka-Wentzell trick in a non semimartingale context. We apply this result to the study of a fractional SDE with irregular drift coefficient.

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Laure Coutin, Romain Duboscq, Anthony Réveillac. 2019-07-08. The It{\^o}-Tanaka Trick: a non-semimartingale approach. https://arxiv.org/abs/1907.03629

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