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scientific article; zbMATH DE number 1500589

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Publication:4501611
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zbMATH Open0957.60086MaRDI QIDQ4501611FDOQ4501611


Authors: Haya Kaspi, Jay Rosen Edit this on Wikidata


Publication date: 19 March 2001


Full work available at URL: http://www.numdam.org/item?id=SPS_2000__34__171_0

Title of this publication is not available (Why is that?)



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zbMATH Keywords

local timesp-variationLévy processes


Mathematics Subject Classification ID

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



Cited In (1)

  • Quasi sure analysis of local times of anticipating smooth semimartingales





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