Stochastic processes with penetrable boundaries

DOI10.1007/BF00966574MaRDI QIDQ1152639zbMATH OpenFDO

Authors Bronius Grigelionis, R. Mikulevicius

Publication date 1981

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

local timesemimartingalescriteria for absolute continuity of measurespenetrable boundaries

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Boundary theory for Markov processes (60J50) Local time and additive functionals (60J55)

Cites work

• scientific article; zbMATH DE number 3649762 (Why is no real title available?)
• scientific article; zbMATH DE number 3537018 (Why is no real title available?)
• scientific article; zbMATH DE number 3583004 (Why is no real title available?)
• scientific article; zbMATH DE number 3602450 (Why is no real title available?)
• Caract�ristiques locales et conditions de continuit� absolue pour les semi-martingales
• Martingale characterization of random processes with independent increments
• Quasimartingales, martingales locales, semimartingales et filtration naturelle

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