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On semi-martingales associated with crossings

Part of the Lecture Notes in Mathematics book series (SEMPROBAB,volume 1426)

Keywords

  • Brownian Motion
  • Local Time
  • Sojourn Time
  • Remainder Term
  • Continuous Martingale

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References

  1. K. Burdzy, J.N. Pitman and M. Yor-Some asymptotic laws for crossings and excursions (preprint).

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  2. K. Ito and H.P. McKean (1965)-Diffusion Processes and their sample paths-Springer Verlag, Berlin.

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  3. N. El Karoui (1976)-Sur les montees des semimartingales, Asterisque 52–53.

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  4. P.A. Meyer (1976)-Un Cours les Integrales Stochastique, Seminaire de Probabilite X, Springer Verlag, Berlin.

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  5. B. Rajeev (1989)-On Sojourn times of Martingales, Sankhyā, Series A, Vol. 51, Part I, 1989.

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  6. B. Rajeev (1989)-Crossings of Brownian motion: A semi-martingale approach, Sankhyā, Series A (to appear).

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  7. B. Rajeev (1989)-Semi-Martingales Associated with Crossings (Thesis).

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  8. B. Rajeev and B.V. Rao (1989)-A ratio limit theorem for Martingales (preprint).

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  9. M. Yor (1976)-Rappels et Preliminaires generaux, Asterisque 52–53.

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  10. M. Yor (1976)-Sur la Continuite destemps locaux associes a certain semi-martingales, Asterisque 52–53.

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  11. P.A. Meyer (1988)-Sur un theoreme de B. Rajeev, Seminaire de Probabilite, XXII, Springer Verlag, Berlin.

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© 1990 Springer-Verlag

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Rajeev, B. (1990). On semi-martingales associated with crossings. In: Azéma, J., Yor, M., Meyer, P.A. (eds) Séminaire de Probabilités XXIV 1988/89. Lecture Notes in Mathematics, vol 1426. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0083760

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  • DOI: https://doi.org/10.1007/BFb0083760

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-52694-0

  • Online ISBN: 978-3-540-47098-4

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