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Publication:3482658
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zbMath0703.60070MaRDI QIDQ3482658

Youssef Ouknine

Publication date: 1990

Full work available at URL: http://www.numdam.org/item?id=SPS_1990__24__477_0

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

local timeTanaka formula


Mathematics Subject Classification ID

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


Related Items (8)

Balayage formula, local time and applications in stochastic differential equations ⋮ Diffusions with rank-based characteristics and values in the nonnegative quadrant ⋮ Local times of ranked continuous semimartingales ⋮ Weak existence of the squared Bessel and CIR processes with skew reflection on a deterministic time-dependent curve ⋮ Pathwise uniqueness of the squared Bessel and CIR processes with skew reflection on a deterministic time dependent curve ⋮ Pathwise uniqueness of non-uniformly elliptic SDEs with rough coefficients ⋮ Local times for continuous paths of arbitrary regularity ⋮ Some identities on local times and uniqueness of solutions of stochastic differential equations with reflection




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