DOI10.1016/0304-4149(87)90200-6zbMath0631.60078OpenAlexW2093461079MaRDI QIDQ1094765
G. Burkhardt, Uwe Küchler
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 timeadditive functionalsemimartingalequasi-diffusion
Mathematics Subject Classification ID
Brownian motion (60J65) Martingales with continuous parameter (60G44) Diffusion processes (60J60)
Cites Work