An equation involving local time

Philip Protter; Alain-Sol Sznitman

Séminaire de probabilités de Strasbourg (1983)

  • Volume: 17, page 62-66

How to cite


Protter, Philip, and Sznitman, Alain-Sol. "An equation involving local time." Séminaire de probabilités de Strasbourg 17 (1983): 62-66. <>.

author = {Protter, Philip, Sznitman, Alain-Sol},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {local time; Wiener process; semimartingale},
language = {eng},
pages = {62-66},
publisher = {Springer - Lecture Notes in Mathematics},
title = {An equation involving local time},
url = {},
volume = {17},
year = {1983},

AU - Protter, Philip
AU - Sznitman, Alain-Sol
TI - An equation involving local time
JO - Séminaire de probabilités de Strasbourg
PY - 1983
PB - Springer - Lecture Notes in Mathematics
VL - 17
SP - 62
EP - 66
LA - eng
KW - local time; Wiener process; semimartingale
UR -
ER -


  1. 1. Davis, B.; Protter, P.: Filtering with Singular Cumulative Signals, Purdue Mimeo, Series #81-8, April 1981 (unpublished). 
  2. 2. Emery, M.; Perkins, E.: La Filtration de B+L; Z. Wahrscheinlichkeitstheorie und verw. Geb.59, 383-390 (1982). Zbl0466.60073MR721634
  3. 3. Harrison, J.; Shepp, L.: On skew Brownian Motion; Annals of Probability9, 309-313 (1981). Zbl0462.60076MR606993
  4. 4. Jacod, J.: Calcul Stochastique et Problèmes de Martingales. SpringerLecture Notes in Math.714 (1979). Zbl0414.60053MR542115

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