scientific article; zbMATH DE number 3637034

MaRDI QIDQ4197130zbMATH OpenFDO

Authors Marc Yor

Publication date 1979

Full work available at URL http://www.numdam.org/item?id=SPS_1979__13__453_0, https://eudml.org/doc/113239

zbMATH Keywords

Semimartingale

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44)

Cited in

(7)

• Some inequalities with local times in zero of a Brownian motion
• Characterisation of honest times and optional semimartingales of class-\((\Sigma)\)
• An ideal class to construct solutions for skew Brownian motion equations
• An explicit Skorokhod embedding for the age of Brownian excursions and Azéma martingale.
• The calculus of boundary processes
• Random times with given survival probability and their \(\mathbb F\)-martingale decomposition formula
• Burkholder's submartingales from a stochastic calculus perspective

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