Transformations of semi-martingales and local dirichlet processes

DOI10.1080/17442509708834128zbMath0890.60043OpenAlexW2018596779MaRDI QIDQ4368876

Jochen Wolf

Publication date: 9 June 1998

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509708834128

zbMATH Keywords

local timeDirichlet processsemimartingale

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stochastic integrals (60H05)

Related Items (3)

Generalized integration and stochastic ODEs ⋮ Generalization of Itô's formula for smooth nondegenerate martingales. ⋮ Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functions

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