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Occupation times and beyond. - MaRDI portal

Occupation times and beyond. (Q1766040)

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scientific article; zbMATH DE number 2138933
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Occupation times and beyond.
scientific article; zbMATH DE number 2138933

    Statements

    Occupation times and beyond. (English)
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    25 February 2005
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    stopping time
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    local time
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    quasi-Gaussian local martingale
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    moderate function
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    continuous additive functional
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    exit time
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    decoupling inequality
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    Itô's formula
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