On the loss of the semimartingale property at the hitting time of a level (Q895896)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the loss of the semimartingale property at the hitting time of a level |
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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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