Local time is a semi-martingale
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Cites work
- Downcrossings and local time
- scientific article; zbMATH DE number 3656912 (Why is no real title available?)
- scientific article; zbMATH DE number 3711134 (Why is no real title available?)
- scientific article; zbMATH DE number 3255243 (Why is no real title available?)
- scientific article; zbMATH DE number 3304501 (Why is no real title available?)
- L�vy's downcrossing theorem
- Quasi-Martingales
- Random Walks and A Sojourn Density Process of Brownian Motion
- Sojourn times of diffusion processes
Cited in
(13)- Self-intersections of 1-dimensional random walks
- Quadratic variation of the local time of a random walk
- Central limit theorem for the Edwards model
- Some Brownian functionals and their laws
- Quasi sure quadratic variation of local times of smooth semimartingales.
- The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest
- Stochastic differential equation for Brox diffusion
- Quasi sure analysis of local times of anticipating smooth semimartingales
- scientific article; zbMATH DE number 3828987 (Why is no real title available?)
- An Extension of Ito’s Differentiation Formula
- The \(\frac{4}{3}\)-variation of the derivative of the self-intersection Brownian local time and related processes
- Limit theorems for general functionals of Brownian local times
- 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)
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