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Local time is a semi-martingale - MaRDI portal

Local time is a semi-martingale (Q3921932)

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Local time is a semi-martingale
scientific article

    Statements

    title
    Local time is a semi-martingale (English)
    0 references
    DOI
    10.1007/BF01957098
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    publication date
    1982
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    zbMATH DE Number
    3734889
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    zbMATH Keywords
    local time
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    canonical decomposition of local time
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    semi-martingale
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    author
    Edwin A. Perkins
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