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L(Bt,t) is not a semimartingale

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Séminaire de Probabilités XVI 1980/81

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 920))

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References

  1. D.B. Ray: Sojourn times of a diffusion process. Illinois J. Math. 7; 615–630. (1963).

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Authors and Affiliations

  1. Statistical Laboratory, 16 Mill Lane, CB2 1SB, Cambridge, England

    M. T. Barlow

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  1. M. T. Barlow
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Jacques Azéma Marc Yor

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© 1982 Springer-Verlag

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Barlow, M.T. (1982). L(Bt,t) is not a semimartingale. In: Azéma, J., Yor, M. (eds) Séminaire de Probabilités XVI 1980/81. Lecture Notes in Mathematics, vol 920. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0092782

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  • DOI: https://doi.org/10.1007/BFb0092782

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-11485-7

  • Online ISBN: 978-3-540-39158-6

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