Stochastic processes with penetrable boundaries

DOI10.1007/BF00966574zbMath0461.60068MaRDI QIDQ1152639

Bronius Grigelionis, Remigijus Mikulevičius

Publication date: 1981

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

semimartingaleslocal timecriteria for absolute continuity of measurespenetrable boundaries

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Local time and additive functionals (60J55) Boundary theory for Markov processes (60J50)

Cites Work

• Martingale characterization of random processes with independent increments
• [https://portal.mardi4nfdi.de/wiki/Publication:4076585 Caract�ristiques locales et conditions de continuit� absolue pour les semi-martingales]
• Quasimartingales, martingales locales, semimartingales et filtration naturelle
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