Analytic semimartingales and their boundary values

DOI10.1016/0022-1236(83)90022-8zbMath0507.60040OpenAlexW2095433705MaRDI QIDQ1837469

Ali Süleyman Üstünel

Publication date: 1983

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-1236(83)90022-8

zbMATH Keywords

semimartingalesanalytic functionsboundary valueslocal time of Brownian motionnuclear spacesIto-Tanaka formula

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stochastic integrals (60H05) Distribution theory (60E99) Entire and meromorphic functions of one complex variable, and related topics (30D99)

Related Items

Hypoellipticity of the stochastic partial differential operators

Cites Work

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• Produits tensoriels topologiques et espaces nucléaires