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Local times and singularities of continuous local martingales

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Séminaire de Probabilités XIV 1978/79

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 784))

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References

  1. J. Azéma et M. Yor. En guise d'introduction. Astérisque 52–53 (Temps Locaux) 3–16 (1978).

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  2. J. L. Doob. Stochastic Processes. Wiley, New York (1953).

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  3. R. K. Getoor and M. J. Sharpe. Conformal martingales. Invent. Math. 16, 271–308 (1972).

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  4. P. A. Meyer. Un cours sur les intégrales stochastiques. Sém. de Probab. X, Springer lecture notes 511 (1976).

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  5. J. B. Walsh. A property of conformal martingales. Sém. de Probab. XI, Springer lecture notes 581 (1977).

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Authors and Affiliations

  1. Department of Mathematics, University of California, San Diego, 92093, La Jolla, California

    M. J. Sharpe

Authors
  1. M. J. Sharpe
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Jacques Azéma Marc Yor

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© 1980 Springer-Verlag

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Sharpe, M.J. (1980). Local times and singularities of continuous local martingales. In: Azéma, J., Yor, M. (eds) Séminaire de Probabilités XIV 1978/79. Lecture Notes in Mathematics, vol 784. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0089471

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  • DOI: https://doi.org/10.1007/BFb0089471

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-09760-0

  • Online ISBN: 978-3-540-38642-1

  • eBook Packages: Springer Book Archive

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