On local times of a diffusion

Paavo Salminen

Séminaire de probabilités de Strasbourg (1985)

  • Volume: 19, page 63-79

How to cite


Salminen, Paavo. "On local times of a diffusion." Séminaire de probabilités de Strasbourg 19 (1985): 63-79. <http://eudml.org/doc/113538>.

author = {Salminen, Paavo},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {local time; occupation measure; Doob-Meyer decomposition for submartingales},
language = {eng},
pages = {63-79},
publisher = {Springer - Lecture Notes in Mathematics},
title = {On local times of a diffusion},
url = {http://eudml.org/doc/113538},
volume = {19},
year = {1985},

AU - Salminen, Paavo
TI - On local times of a diffusion
JO - Séminaire de probabilités de Strasbourg
PY - 1985
PB - Springer - Lecture Notes in Mathematics
VL - 19
SP - 63
EP - 79
LA - eng
KW - local time; occupation measure; Doob-Meyer decomposition for submartingales
UR - http://eudml.org/doc/113538
ER -


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  12. [12] Salminen, P.: One-dimensional diffusions and their exit spaces. To appear in Mathematica Scandinavica. Zbl0557.60062MR757463
  13. [13] Salminen, P.: Optimal stopping of one-dimensional diffusions. Submitted for publication. Zbl0594.60080
  14. [14] Walsh, J.B.: A diffusion with a discontinuous local time. Société Mathématique de France, Astérisque52-53 (1978), 37-46. 
  15. [15] Williams, D.: Diffusions, Markov processes, and Martingales. John Wiley and Sons, Chichester-New York-Brisbane-Toronto (1979). Zbl0402.60003MR531031

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