On pathwise rate conservation for a class of semi-martingales
DOI10.1016/0304-4149(93)90098-OzbMATH Open0786.60061OpenAlexW1988878630MaRDI QIDQ689175FDOQ689175
Vivek Badrinath, Fabrice M. Guillemin, Ravi R. Mazumdar, Catherine P. Rosenberg
Publication date: 9 December 1993
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(93)90098-o
Ornstein-Uhlenbeck processlocal timeergodic processescharacterization of invariant distributionrate conservation principle
Diffusion processes (60J60) Stationary stochastic processes (60G10) Sample path properties (60G17) Martingales with continuous parameter (60G44) Local time and additive functionals (60J55)
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