Occupation times and beyond. (Q1766040)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Occupation times and beyond. |
scientific article |
Statements
Occupation times and beyond. (English)
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25 February 2005
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stopping time
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local time
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quasi-Gaussian local martingale
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moderate function
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continuous additive functional
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exit time
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decoupling inequality
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Itô's formula
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