On semi-martingales associated with crossings

Bhaskaran Rajeev

Séminaire de probabilités de Strasbourg (1990)

  • Volume: 24, page 107-116

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Rajeev, Bhaskaran. "On semi-martingales associated with crossings." Séminaire de probabilités de Strasbourg 24 (1990): 107-116. <http://eudml.org/doc/113710>.

@article{Rajeev1990,
author = {Rajeev, Bhaskaran},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {semi-martingale; local times; crossings of Brownian motion},
language = {eng},
pages = {107-116},
publisher = {Springer - Lecture Notes in Mathematics},
title = {On semi-martingales associated with crossings},
url = {http://eudml.org/doc/113710},
volume = {24},
year = {1990},
}

TY - JOUR
AU - Rajeev, Bhaskaran
TI - On semi-martingales associated with crossings
JO - Séminaire de probabilités de Strasbourg
PY - 1990
PB - Springer - Lecture Notes in Mathematics
VL - 24
SP - 107
EP - 116
LA - eng
KW - semi-martingale; local times; crossings of Brownian motion
UR - http://eudml.org/doc/113710
ER -

References

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

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