DOI10.1016/0304-4149(87)90200-6zbMath0631.60078MaRDI QIDQ1094765
Uwe Küchler, G. Burkhardt
Publication date: 1987 Published in: Stochastic Processes and their Applications (Search for Journal in Brave) Full work available at URL: https://doi.org/10.1016/0304-4149(87)90200-6
zbMATH Keywords
local time; additive functional; semimartingale; quasi-diffusion
Mathematics Subject Classification ID
60J65: Brownian motion
60G44: Martingales with continuous parameter
60J60: Diffusion processes
Cites Work