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An equation involving local time

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Séminaire de Probabilités XVII 1981/82

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 986))

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References

  1. Davis, B.; Protter, P.: Filtering with Singular Cumulative Signals, Purdue Mimeo, Series #81-8, April 1981 (unpublished).

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  2. Emery, M.; Perkins, E.: La Filtration de B+L; Z. Wahrscheinlichkeitstheorie und verw. Geb. 59, 383–390 (1982).

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  3. Harrison, J.; Shepp, L.: On skew Brownian Motion; Annals of Probability 9, 309–313 (1981).

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  4. Jacod, J.: Calcul Stochastique et Problèmes de Martingales. Springer Lecture Notes in Math. 714 (1979).

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Author information

Authors and Affiliations

  1. Departments of Mathematics and Statistics, Purdue University, 47907, West Lafayette, IN, USA

    Philip Protter

  2. Université de Paris VI, Tour 56, 4 place Jussieu, 75230, Paris Cedex 05

    Alain-Sol Sznitman

Authors
  1. Philip Protter
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  2. Alain-Sol Sznitman
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Editor information

Jacques Azéma Marc Yor

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© 1983 Springer-Verlag

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Protter, P., Sznitman, AS. (1983). An equation involving local time. In: Azéma, J., Yor, M. (eds) Séminaire de Probabilités XVII 1981/82. Lecture Notes in Mathematics, vol 986. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0068298

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  • DOI: https://doi.org/10.1007/BFb0068298

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-12289-0

  • Online ISBN: 978-3-540-39614-7

  • eBook Packages: Springer Book Archive

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