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
analytic functionsboundary valuessemimartingaleslocal time of Brownian motionnuclear spacesIto-Tanaka formula
Generalizations of martingales (60G48) Entire and meromorphic functions of one complex variable, and related topics (30D99) Distribution theory (60E99) Stochastic integrals (60H05)
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