scientific article

zbMATH Open0601.60046MaRDI QIDQ3736636FDOQ3736636

Jia-An Yan

Publication date: 1985

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

zbMATH Keywords

local timesemimartingales

Mathematics Subject Classification ID

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

Cited In (11)

• An occupation time formula for semimartingales in \(\mathbb{R}^N\)
• 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
• Local times of ranked continuous semimartingales
• Local Time-Space Calculus for Reversible Semimartingales
• Local times of functions of continuous semimartingales
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• Diffusions with rank-based characteristics and values in the nonnegative quadrant
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• Title not available (Why is that?)

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