is not a semimartingale
Séminaire de probabilités de Strasbourg (1982)
- Volume: 16, page 209-211
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topBarlow, Martin T.. "$L(B_t,t)$ is not a semimartingale." Séminaire de probabilités de Strasbourg 16 (1982): 209-211. <http://eudml.org/doc/113372>.
@article{Barlow1982,
author = {Barlow, Martin T.},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {semimartingale; local time},
language = {eng},
pages = {209-211},
publisher = {Springer - Lecture Notes in Mathematics},
title = {$L(B_t,t)$ is not a semimartingale},
url = {http://eudml.org/doc/113372},
volume = {16},
year = {1982},
}
TY - JOUR
AU - Barlow, Martin T.
TI - $L(B_t,t)$ is not a semimartingale
JO - Séminaire de probabilités de Strasbourg
PY - 1982
PB - Springer - Lecture Notes in Mathematics
VL - 16
SP - 209
EP - 211
LA - eng
KW - semimartingale; local time
UR - http://eudml.org/doc/113372
ER -
References
top- 1. D.B. Ray : Sojourn times of a diffusion process. Illinois J. Math.7; 615-630. (1963). Zbl0118.13403MR156383
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