Local times for a class of purely discontinuous martingales

DOI10.1007/BF00532048zbMath0551.60047MaRDI QIDQ3344918

Richard F. Bass

Publication date: 1984

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

local timesstable processes

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Generalizations of martingales (60G48)

Related Items (5)

Perturbation by non-local operators ⋮ Occupation time densities for stable-like processes and other pure jump Markov processes ⋮ Uniqueness in law for pure jump Markov processes ⋮ Stability theorem for stochastic differential equations with jumps ⋮ Systems of equations driven by stable processes

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