Markov properties of diffusion local time: a martingale approach
From MaRDI portal
Publication:3968256
DOI10.2307/1427024zbMath0502.60062MaRDI QIDQ3968256
Publication date: 1982
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1427024
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60J60: Diffusion processes
60J55: Local time and additive functionals
Related Items
On the local time process of a skew Brownian motion, A martingale characterisation of the Brownian excursion compensator, Self-avoiding random walk: A Brownian motion model with local time drift, Some Brownian functionals and their laws