Quasi-integrals and stochastic integration along sample paths

DOI10.1007/BF02432868zbMath0915.60060OpenAlexW2057750670MaRDI QIDQ1273368

F. S. Nasyrov

Publication date: 10 December 1998

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02432868

zbMATH Keywords

local timecuadratic variationstochastic pathwise integral

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Cites Work

• Occupation densities
• On continuous local times for functions and random processes. II
• Occupation times for smooth stationary processes
• Brownian local time
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