scientific article; zbMATH DE number 5983786

MaRDI QIDQ3099303zbMATH OpenFDO

Authors D. M. Wroblewski, Patrick J. Fitzsimmons

Publication date 1 December 2011

zbMATH Keywords

Brownian motionlocal martingalelocal time

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Local time and additive functionals (60J55) Brownian motion (60J65)

Recommendations

• On local times of Martin-Löf random Brownian motion
• Martingale approximation for self-intersection local time of Brownian motion
• On the local time of the Brownian motion
• Distributions of some functionals of the Brownian local time
• Local times of functions of continuous semimartingales
• Distributions of Functionals of the Brownian Local Time I
• A complete characterization of local martingales which are functions of Brownian motion and its maximum

Cited in

(3)

• Semimartingales and the standard Brownian motion
• A complete characterization of local martingales which are functions of Brownian motion and its maximum
• Local time penalizations with various clocks for Lévy processes

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3099303)