Local times and almost sure convergence of semi-martingales

B. Rajeev; M. Yor

Annales de l'I.H.P. Probabilités et statistiques (1995)

  • Volume: 31, Issue: 4, page 653-667
  • ISSN: 0246-0203

How to cite

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Rajeev, B., and Yor, M.. "Local times and almost sure convergence of semi-martingales." Annales de l'I.H.P. Probabilités et statistiques 31.4 (1995): 653-667. <http://eudml.org/doc/77523>.

@article{Rajeev1995,
author = {Rajeev, B., Yor, M.},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {Brownian motion; semi-martingales; asymptotic behaviour; local times},
language = {eng},
number = {4},
pages = {653-667},
publisher = {Gauthier-Villars},
title = {Local times and almost sure convergence of semi-martingales},
url = {http://eudml.org/doc/77523},
volume = {31},
year = {1995},
}

TY - JOUR
AU - Rajeev, B.
AU - Yor, M.
TI - Local times and almost sure convergence of semi-martingales
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1995
PB - Gauthier-Villars
VL - 31
IS - 4
SP - 653
EP - 667
LA - eng
KW - Brownian motion; semi-martingales; asymptotic behaviour; local times
UR - http://eudml.org/doc/77523
ER -

References

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  1. [1] J. Azéma and M. Yor, En guise d'introduction. Astérisque52-53. Soc. Math.France, 1978. MR509476
  2. [2] C.T. Chan and D. Williams, An excursion approach to an annealing problem, Math. Proc. Camb. Phil. Soc., 105, 1989. Zbl0665.60058MR966154
  3. [3] C. Donati-Martin, Transformation de Fourier et Temps d'Occupation Browniens. Proba. Th. and Rel. Fields, 88, 1991, pp. 137-166. Zbl0717.60092MR1096478
  4. [4] T. Jeulin, Semi-martingales et grossissement de filtrations, Lecture Notes in Maths, 833, Springer-Verlag, 1980. Zbl0444.60002MR604176
  5. [5] T. Jeulin, Sur la convergence absolue de certaines intégrales. Sém Proba XVI.Lect. Notes in Maths, Springer-Verlag, 920, 1982, p. 248-255. Zbl0483.60020MR658688
  6. [6] T. Jeulin and M. Yor, Filtration des ponts browniens et équations différentielles stochastiques linéaires. Sém. Proba. XXIV, Lect. Notes in Maths, 1426, Springer-Verlag, 1990. Zbl0699.60075MR1071543
  7. [7] X.X. Xue, A zero-one law for integral functionals of the Bessel process. Sém. Probas XXIV, Lect. Notes in Math, Springer-Verlag, 1426, 1990, p. 137-153. Zbl0704.60082MR1071537
  8. [8] M. Yor, Sur le balayage des semi-martingales continues, Sém. de Prob. XIII, Lecture Notes in Maths, Springer-Verlag, 721, 1979. Zbl0409.60042MR544815
  9. [9] M. Yor, Sur la continuité des temps locaux associés à certaines semi-martingales. Astérisque, 52-53, Soc. Math. France, 1978. 
  10. [10] Ch. Yoeurp, Compléments sur les temps locaux et les quasi-martingales, Astérisque52-53, Soc. Math. France, 1978. 
  11. [11] M. Yor, Rappels et préliminaires généraux. Astérisque52-53, Soc. Math. France, 1978. MR509476
  12. [12] D. Revuz and M. Yor, Continuous martingales and Brownian motion. Springer, Second edition, 1994. Zbl0804.60001MR1303781

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