Local time is a semi-martingale
- 1 May 1982
- journal article
- Published by Springer Nature in Probability Theory and Related Fields
- Vol. 60 (1) , 79-117
- https://doi.org/10.1007/bf01957098
Abstract
No abstract availableKeywords
This publication has 6 references indexed in Scilit:
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- Conditional excursion theoryPublished by Springer Nature ,1979
- Lévy's downcrossing theoremProbability Theory and Related Fields, 1977
- Downcrossings and local timeProbability Theory and Related Fields, 1976
- Quasi-martingalesTransactions of the American Mathematical Society, 1965
- Random walks and a sojourn density process of Brownian motionTransactions of the American Mathematical Society, 1963