First order calculus and last entrance times

Bhaskaran Rajeev

Séminaire de probabilités de Strasbourg (1996)

  • Volume: 30, page 261-287

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Rajeev, Bhaskaran. "First order calculus and last entrance times." Séminaire de probabilités de Strasbourg 30 (1996): 261-287. <http://eudml.org/doc/113934>.

@article{Rajeev1996,
author = {Rajeev, Bhaskaran},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {first-order calculus; martingales; Tanaka formula; semi-martingale; local time},
language = {fre},
pages = {261-287},
publisher = {Springer - Lecture Notes in Mathematics},
title = {First order calculus and last entrance times},
url = {http://eudml.org/doc/113934},
volume = {30},
year = {1996},
}

TY - JOUR
AU - Rajeev, Bhaskaran
TI - First order calculus and last entrance times
JO - Séminaire de probabilités de Strasbourg
PY - 1996
PB - Springer - Lecture Notes in Mathematics
VL - 30
SP - 261
EP - 287
LA - fre
KW - first-order calculus; martingales; Tanaka formula; semi-martingale; local time
UR - http://eudml.org/doc/113934
ER -

References

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  1. [1] J. Azema and M. Yor, En guise d'introduction, Asterisque52-53, 1978. MR509476
  2. [2] Chou Ching Sung, Demonstration Simple D'un resultat Sur le Temps Local, Sem. de Prob XIII, 1979, LN721, Springer Verlag. Zbl0409.60044MR544813
  3. [3] C. Delacherie and P.A. Meyer, Probabilities and Potential BNorth Holland, 1982. Zbl0494.60002MR745449
  4. [4] N. el. Karoui, Temps Locaux et balayage des semi-martingales, Sem. de Prob. XIII, Lecture notes in Mathematics721, Springer Verlag, page 443. Zbl0411.60077MR544814
  5. [5] N. el. Karoui, Sur le montees des semi-martingales, Asterisque52-53, 1978. 
  6. [6] P.A. Meyer, C. Stricter and M. Yor, Sur une formule de la theorie des balayage, Sem. de Prob. XIII, Lecture notes in Mathematics721, Springer Verlag, p.478. Zbl0415.60031MR544817
  7. [7] P.A. Meyer, Construction de quasi-martingale s annulant sur un ensemble donne, Sem. de Prob. XIII, Lecture notes in Mathematics721, Springer Verlag, p.488. Zbl0409.60041MR544818
  8. [8] B. Rajeev, Crossings of Brownian motion : A semi-martingale approach, Sankhya Series A, Vol.51, 1989. Zbl0721.60090MR1175605
  9. [9] B. Rajeev, Semi-martingales associated with crossings, Sem. de Prob. XXIV, Lecture notes in Maths.1426, 1989. Zbl0719.60051MR1071535
  10. [10] D. Revuz and M. Yor, Continuous Martingales and Brownian Motion, Springer Verlag, 1991. Zbl0731.60002MR1083357
  11. [11] C. Stricker, Semi-martingales et valeur absolue, Sem. de Prob. XIII, Lecture notes in Maths.721, Springer Verlag, p.472. MR544816
  12. [12] M. Yor, Sur le balayage des semi-martingales continues, Sem. de Prob. XIII, Lecture notes in Maths.721, Springer Verlag, p.453. Zbl0409.60042MR544815

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