On the loss of the semimartingale property at the hitting time of a level (Q895896)
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scientific article; zbMATH DE number 6516670
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| English | On the loss of the semimartingale property at the hitting time of a level |
scientific article; zbMATH DE number 6516670 |
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On the loss of the semimartingale property at the hitting time of a level (English)
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7 December 2015
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continuous semimartingale
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one-dimensional diffusion
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local time
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additive functional
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stopping time
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0.7786045074462891
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0.7700029611587524
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0.7526492476463318
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