Local times and singularities of continuous local martingales
Séminaire de probabilités de Strasbourg (1980)
- Volume: 14, page 76-101
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topSharpe, Michael J.. "Local times and singularities of continuous local martingales." Séminaire de probabilités de Strasbourg 14 (1980): 76-101. <http://eudml.org/doc/113313>.
@article{Sharpe1980,
author = {Sharpe, Michael J.},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {local martingale; local time; singularity},
language = {eng},
pages = {76-101},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Local times and singularities of continuous local martingales},
url = {http://eudml.org/doc/113313},
volume = {14},
year = {1980},
}
TY - JOUR
AU - Sharpe, Michael J.
TI - Local times and singularities of continuous local martingales
JO - Séminaire de probabilités de Strasbourg
PY - 1980
PB - Springer - Lecture Notes in Mathematics
VL - 14
SP - 76
EP - 101
LA - eng
KW - local martingale; local time; singularity
UR - http://eudml.org/doc/113313
ER -
References
top- 1. J. Azéma et M. Yor. En guise d'introduction. Astérisque52-53 (Temps Locaux) 3-16 (1978). MR509476
- 2. J.L. Doob. Stochastic Processes. Wiley, New York (1953). Zbl0053.26802MR58896
- 3. R.K. Getoor and M.J. Sharpe. Conformal martingales. Invent. Math.16, 271-308 (1972). Zbl0268.60048MR305473
- 4. P.A. Meyer. Un cours sur les intégrales stochastiques. Sém. de Probab. X, Springerlecture notes511 (1976). Zbl0374.60070MR501332
- 5. J.B. Walsh. A property of conformal martingales. Sém. de Probab. XI, Springerlecture notes581 (1977). Zbl0364.60078MR455114
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