Local time and Tanaka formula of \(G\)-martingales (Q2181563)

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scientific article
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Local time and Tanaka formula of \(G\)-martingales
scientific article

    Statements

    title
    Local time and Tanaka formula of \(G\)-martingales (English)
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    author
    Guomin Liu
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    publication date
    19 May 2020
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    zbMATH Keywords
    \(G\)-martingale
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    local time
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    Tanaka formula
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    Identifiers

    Mathematics Subject Classification ID
    60H10
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    60H30
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    60J55
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    zbMATH DE Number
    7202089
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    OpenAlex ID
    W2997469099
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    arXiv ID
    1806.03565
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    Wikidata QID
    Q126469457
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