On polynomial filtration of some continuous semimartingales

DOI10.1016/0167-7152(94)90038-8zbMATH Open0802.60042OpenAlexW1987950602MaRDI QIDQ1332887

Youssef Ouknine

Publication date: 5 September 1994

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(94)90038-8

zbMATH Keywords

local timeBrownian motion with driftcontinuous semimartingalespolynomial filtration

Mathematics Subject Classification ID

Brownian motion (60J65) Generalizations of martingales (60G48)

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