Local Time-Space Calculus for Reversible Semimartingales

DOI10.1007/978-3-540-71189-6_6zbMATH Open1126.60043OpenAlexW185516774MaRDI QIDQ5423749FDOQ5423749

Authors: Nathalie Eisenbaum 

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

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zbMATH Keywords

stochastic calculusItô formulas

Mathematics Subject Classification ID

Brownian motion (60J65) Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Local time and additive functionals (60J55)

Cited In (8)

• Some remarks on local time-space calculus
• Extended Itô calculus for symmetric Markov processes
• Maximum principle for stochastic control of SDEs with measurable drifts
• Mini-workshop: Local time-space calculus with applications
• Stochastic integration with respect to local time of the Brownian sheet and regularising properties of Brownian sheet paths
• Quadratic covariation estimates in non-smooth stochastic calculus
• SLE local martingales, reversibility and duality
• Weak Dirichlet processes with jumps

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