scientific article; zbMATH DE number 4188896

MaRDI QIDQ5753299zbMATH OpenFDO

Authors Uwe Küchler, Rolando Reboledo

Publication date 1989

zbMATH Keywords

local timestime changesspeed measures

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Local time and additive functionals (60J55)

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Cited in

(9)

• Testing for continuous local martingales using the crossing tree
• A characterisation of, and hypothesis test for, continuous local martingales
• Local and True Martingales in Discrete Time
• Locally Feller processes and martingale local problems
• A sequence of Albin type continuous martingales with Brownian marginals and scaling
• Une application du calcul du nombre de montées et de descentes aux fonctions de martingales locales continues. (An application of the calculus of up- and down-crossing numbers to functions of continuous local martingales)
• Local time and Tanaka formula of \(G\)-martingales
• scientific article; zbMATH DE number 140560 (Why is no real title available?)
• The importance of strictly local martingales; applications to radial Ornstein-Uhlenbeck processes

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