scientific article; zbMATH DE number 1500589

MaRDI QIDQ4501611zbMATH OpenFDO

Authors Haya Kaspi, Jay Rosen

Publication date 19 March 2001

Full work available at URL http://www.numdam.org/item?id=SPS_2000__34__171_0, https://eudml.org/doc/114035

zbMATH Keywords

local timesp-variationLévy processes

Mathematics Subject Classification ID

Stochastic integrals (60H05) Local time and additive functionals (60J55)

Recommendations

• scientific article; zbMATH DE number 125759
• \(p\)-variation of the local times of symmetric stable processes and of Gaussian processes with stationary increments
• scientific article; zbMATH DE number 19591

Cited in

(1)

• Quasi sure analysis of local times of anticipating smooth semimartingales

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4501611)