Advertisement

Local times and singularities of continuous local martingales

  • M. J. Sharpe
Conference paper
Part of the Lecture Notes in Mathematics book series (LNM, volume 784)

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. 1.
    J. Azéma et M. Yor. En guise d'introduction. Astérisque 52–53 (Temps Locaux) 3–16 (1978).Google Scholar
  2. 2.
    J. L. Doob. Stochastic Processes. Wiley, New York (1953).zbMATHGoogle Scholar
  3. 3.
    R. K. Getoor and M. J. Sharpe. Conformal martingales. Invent. Math. 16, 271–308 (1972).MathSciNetCrossRefzbMATHGoogle Scholar
  4. 4.
    P. A. Meyer. Un cours sur les intégrales stochastiques. Sém. de Probab. X, Springer lecture notes 511 (1976).Google Scholar
  5. 5.
    J. B. Walsh. A property of conformal martingales. Sém. de Probab. XI, Springer lecture notes 581 (1977).Google Scholar

Copyright information

© Springer-Verlag 1980

Authors and Affiliations

  • M. J. Sharpe
    • 1
  1. 1.Department of MathematicsUniversity of California, San DiegoLa Jolla

Personalised recommendations