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Markov properties of diffusion local time: a martingale approach - MaRDI portal

Markov properties of diffusion local time: a martingale approach (Q3968256)

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Markov properties of diffusion local time: a martingale approach
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    title
    Markov properties of diffusion local time: a martingale approach (English)
    0 references
    DOI
    10.2307/1427024
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    author
    Paul McGill
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    publication date
    1982
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    Mathematics Subject Classification ID
    60J55
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    60H10
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    60J60
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    zbMATH DE Number
    3791386
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    zbMATH Keywords
    local time
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    excursion sigma-fields
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    OpenAlex ID
    W4237851298
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