Sur La Loi Du Maximum Et Du Temps Local D'Une Martingale Continue Uniformement Integrable
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Publication:4308605
DOI10.1112/plms/s3-69.2.399zbMath0807.60041MaRDI QIDQ4308605
Publication date: 9 October 1994
Published in: Proceedings of the London Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1112/plms/s3-69.2.399
60J65: Brownian motion
60G40: Stopping times; optimal stopping problems; gambling theory
60G44: Martingales with continuous parameter
60G46: Martingales and classical analysis
60J55: Local time and additive functionals
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