An equation involving local time
Philip Protter; Alain-Sol Sznitman
Séminaire de probabilités de Strasbourg (1983)
- Volume: 17, page 62-66
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topProtter, Philip, and Sznitman, Alain-Sol. "An equation involving local time." Séminaire de probabilités de Strasbourg 17 (1983): 62-66. <http://eudml.org/doc/113466>.
@article{Protter1983,
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 = {http://eudml.org/doc/113466},
volume = {17},
year = {1983},
}
TY - JOUR
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 - http://eudml.org/doc/113466
ER -
References
top- 1. Davis, B.; Protter, P.: Filtering with Singular Cumulative Signals, Purdue Mimeo, Series #81-8, April 1981 (unpublished).
- 2. Emery, M.; Perkins, E.: La Filtration de B+L; Z. Wahrscheinlichkeitstheorie und verw. Geb.59, 383-390 (1982). Zbl0466.60073MR721634
- 3. Harrison, J.; Shepp, L.: On skew Brownian Motion; Annals of Probability9, 309-313 (1981). Zbl0462.60076MR606993
- 4. Jacod, J.: Calcul Stochastique et Problèmes de Martingales. SpringerLecture Notes in Math.714 (1979). Zbl0414.60053MR542115
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