Analytic semimartingales and their boundary values

DOI10.1016/0022-1236(83)90022-8zbMATH Open0507.60040OpenAlexW2095433705MaRDI QIDQ1837469FDOQ1837469

Authors: A. S. Üstünel 

Publication date: 1983

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-1236(83)90022-8

zbMATH Keywords

analytic functionsboundary valuessemimartingaleslocal time of Brownian motionnuclear spacesIto-Tanaka formula

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Entire and meromorphic functions of one complex variable, and related topics (30D99) Distribution theory (60E99) Stochastic integrals (60H05)

Cites Work

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• On a stopped Doob's inequality and general stochastic equations
• Séminaire sur les fonctions aléatoires linéaires et les mesures cylindriques
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• A generalization of Ito's formula
• Some applications of stochastic integration in infinite dimensions
• A characterization of semimartingales on nuclear spaces
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Cited In (1)

• Hypoellipticity of the stochastic partial differential operators

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