Local time is a semi-martingale (Q3921932): Difference between revisions

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Property / author: Edwin A. Perkins / rank
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Property / author: Edwin A. Perkins / rank
 
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Property / cites work: Q3902283 / rank
 
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Property / cites work: Downcrossings and local time / rank
 
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Property / cites work: Quasi-Martingales / rank
 
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Latest revision as of 12:44, 13 June 2024

scientific article
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English
Local time is a semi-martingale
scientific article

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    Local time is a semi-martingale (English)
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    1982
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    local time
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    canonical decomposition of local time
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    semi-martingale
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