{"paper":{"title":"It\\^o's formula for finite variation L\\'evy processes: The case of non-smooth functions","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"q-fin.MF","authors_text":"Ramin Okhrati, Uwe Schmock","submitted_at":"2015-07-01T17:34:57Z","abstract_excerpt":"Extending It\\^o's formula to non-smooth functions is important both in theory and applications. One of the fairly general extensions of the formula, known as Meyer-It\\^o, applies to one dimensional semimartingales and convex functions. There are also satisfactory generalizations of It\\^o's formula for diffusion processes where the Meyer-It\\^o assumptions are weakened even further. We study a version of It\\^o's formula for multi-dimensional finite variation L\\'evy processes assuming that the underlying function is continuous and admits weak derivatives. We also discuss some applications of this"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1507.00294","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}