DOI10.1016/j.spa.2014.04.014zbMath1310.60045arXiv1312.3232MaRDI QIDQ404125
J. Herrera, H. S. Yoon
Publication date: 4 September 2014 Published in: Stochastic Processes and their Applications (Search for Journal in Brave) Full work available at URL: https://arxiv.org/abs/1312.3232
zbMATH Keywords
semimartingales; local time; coarea formula; occupation time formula
Mathematics Subject Classification ID
60G48: Generalizations of martingales
60J55: Local time and additive functionals