Local time is a semi-martingale (Q3921932)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Local time is a semi-martingale |
scientific article |
Statements
Local time is a semi-martingale (English)
0 references
1982
0 references
local time
0 references
canonical decomposition of local time
0 references
semi-martingale
0 references