The following pages link to Local time is a semi-martingale (Q3921932):
Displaying 13 items.
- The \(\frac{4}{3}\)-variation of the derivative of the self-intersection Brownian local time and related processes (Q471515) (← links)
- Une extension des théorèmes de Ray et Knight sur les temps locaux Browniens. (An extension of the theorems of Ray and Knight on Brownian local times) (Q756864) (← links)
- Self-intersections of 1-dimensional random walks (Q1081966) (← links)
- Quadratic variation of the local time of a random walk (Q1210272) (← links)
- Central limit theorem for the Edwards model (Q1356357) (← links)
- Some Brownian functionals and their laws (Q1370221) (← links)
- Quasi sure quadratic variation of local times of smooth semimartingales. (Q1427637) (← links)
- The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest (Q1807204) (← links)
- Stochastic differential equation for Brox diffusion (Q2359722) (← links)
- Quasi sure analysis of local times of anticipating smooth semimartingales (Q2465750) (← links)
- (Q3673807) (← links)
- An Extension of Ito’s Differentiation Formula (Q3729766) (← links)
- Limit theorems for general functionals of Brownian local times (Q6620096) (← links)
