The semimartingale decomposition of one-dimensional quasidiffusions with natural scale

DOI10.1016/0304-4149(87)90200-6zbMath0631.60078OpenAlexW2093461079MaRDI QIDQ1094765

G. Burkhardt, Uwe Küchler

Publication date: 1987

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(87)90200-6

zbMATH Keywords

local timeadditive functionalsemimartingalequasi-diffusion

Mathematics Subject Classification ID

Brownian motion (60J65) Martingales with continuous parameter (60G44) Diffusion processes (60J60)

Cites Work

• Conformal martingales
• Changes of time, stochastic integrals, and weak martingales
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