On semi-martingales associated with crossings
Séminaire de probabilités de Strasbourg (1990)
- Volume: 24, page 107-116
Access Full Article
topHow to cite
topReferences
top- [1] K. Burdzy, J.N. Pitman and M. Yor - Some asymptotic laws for crossings and excursions (preprint).
- [2] K. Ito and H.P. Mckean (1965) - Diffusion Processes and their sample paths -Springer Verlag, Berlin. Zbl0127.09503
- [3] N. El Karoui (1976) - Sur les montees des semi-martingales, Asterisque52-53.
- [4] P.A. Meyer (1976) - Un Cours les Integrales Stochastique , Seminaire de Probabilite X, Springer Verlag, Berlin. Zbl0374.60070MR501332
- [5] B. Rajeev (1989) - On Sojourn times of Martingales, Sankhya, Series A, Vol. 51, Part I, 1989. Zbl0674.60049MR1065554
- [6] B. Rajeev (1989) - Crossings of Brownian motion : A semi-martingale approach, Sankhya, Series A (to appear). Zbl0721.60090MR1175605
- [7] B. Rajeev (1989) - Semi-Martingales Associated with Crossings (Thesis).
- [8] B. Rajeev and B.V. Rao (1989) - A ratio limit theorem for Martingales (preprint).
- [9] M. Yor (1976) - Rappels et Preliminaires generaux, Asterisque52-53.
- [10] M. Yor (1976) - Sur la Continuite des temps locaux associes a certain semi-martingales,Asterisque52-53.
- [11] P.A. Meyer (1988) - Sur un theoreme de B. Rajeev, Seminaire de Probabilite, XXII , Springer Verlag, Berlin. Zbl0651.60058MR960519