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Publication:3855928
zbMath0422.60058MaRDI QIDQ3855928
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Publication date: 1979
Full work available at URL: http://www.numdam.org/item?id=SPS_1979__13__490_0
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Martingales with continuous parameter (60G44) General theory of stochastic processes (60G07) Boundary theory for Markov processes (60J50)
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Continuity of martingales in the Brownian excursion filtration ⋮ The intrinsic local time sheet of Brownian motion ⋮ A martingale characterisation of the Brownian excursion compensator ⋮ Local time is a semi-martingale ⋮ Calculation of some conditional excursion formulae
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