Local times and almost sure convergence of semi-martingales

zbMath0834.60047MaRDI QIDQ1901158

Marc Yor, B. Rajeev

Publication date: 1 April 1996

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1995__31_4_653_0

zbMATH Keywords

Brownian motionasymptotic behaviourlocal timessemi-martingales

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Local time and additive functionals (60J55)

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