Markov properties of diffusion local time: a martingale approach
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Publication:3968256
DOI10.2307/1427024zbMath0502.60062OpenAlexW4237851298MaRDI 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
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Local time and additive functionals (60J55)
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