A martingale characterisation of the Brownian excursion compensator

DOI10.1007/BF00366275zbMATH Open0555.60049MaRDI QIDQ760714FDOQ760714

Authors: Paul McGill 

Publication date: 1986

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

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zbMATH Keywords

infinite martingale dimensionreflecting Brownian local time

Mathematics Subject Classification ID

Brownian motion (60J65) Martingales with continuous parameter (60G44)

Cites Work

• �tude des solutions extr�males et repr�sentation int�grale des solutions pour certains probl�mes de martingales
• Sojourn times of diffusion processes
• Random Walks and A Sojourn Density Process of Brownian Motion
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Calculation of some conditional excursion formulae
• Title not available (Why is that?)
• Markov properties of diffusion local time: a martingale approach

Cited In (4)

• Continuity of martingales in the Brownian excursion filtration
• Title not available (Why is that?)
• Title not available (Why is that?)
• On certain almost Brownian filtrations

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