scientific article; zbMATH DE number 3969785

zbMATH Open0601.60046MaRDI QIDQ3736636FDOQ3736636

Jia-An Yan

Publication date: 1985

Title of this publication is not available (Why is that?)

Recommendations

• scientific article
• scientific article
• Local times of functions of continuous semimartingales
• A generalized occupation time formula for continuous semimartingales
• scientific article; zbMATH DE number 4186794

zbMATH Keywords

local timesemimartingales

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Local time and additive functionals (60J55)

Cited In (14)

• An occupation time formula for semimartingales in \(\mathbb{R}^N\)
• Title not available (Why is that?)
• Local times for continuous paths of arbitrary regularity
• Some identities on semimartingales local times
• Pathwise uniqueness of the squared Bessel and CIR processes with skew reflection on a deterministic time dependent curve
• Title not available (Why is that?)
• Local times of ranked continuous semimartingales
• Local Time-Space Calculus for Reversible Semimartingales
• Local times of functions of continuous semimartingales
• Title not available (Why is that?)
• Diffusions with rank-based characteristics and values in the nonnegative quadrant
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)

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 Q3736636)