Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. In the stochastic calculus, Tanaka's formula states that |B_t| = int_0^t sgn(B_s), dB_s + L_t where Bt is the standard Brownian motion, sgn denotes the sign function sgn (x) = begin{cases} +1, -1, see local time for a formal explanation of the Ito term.

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