scientific article; zbMATH DE number 3969785

zbMATH Open0601.60046MaRDI QIDQ3736636FDOQ3736636

Authors: Jia-An Yan 

Publication date: 1985

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

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zbMATH Keywords

local timesemimartingales

Mathematics Subject Classification ID

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

Cited In (16)

• An occupation time formula for semimartingales in \(\mathbb{R}^N\)
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• 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
• Decomposition of order statistics of semimartingales using local times
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• Local times of ranked continuous semimartingales
• Local Time-Space Calculus for Reversible Semimartingales
• Local times of functions of continuous semimartingales
• Local times and Tanaka-Meyer formulae for càdlàg paths
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• Diffusions with rank-based characteristics and values in the nonnegative quadrant
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