Local Time-Space Calculus for Reversible Semimartingales
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Publication:5423749
DOI10.1007/978-3-540-71189-6_6zbMath1126.60043OpenAlexW185516774MaRDI QIDQ5423749
Publication date: 31 October 2007
Published in: Lecture Notes in Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-540-71189-6_6
Brownian motion (60J65) Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Local time and additive functionals (60J55)
Related Items (4)
Weak Dirichlet processes with jumps ⋮ Extended Itô calculus for symmetric Markov processes ⋮ Maximum principle for stochastic control of SDEs with measurable drifts ⋮ Quadratic covariation estimates in non-smooth stochastic calculus
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