On the lack of semimartingale property

DOI10.1016/j.spa.2022.01.009zbMath1496.60057arXiv2011.10347OpenAlexW4205889408MaRDI QIDQ2668503

Vilmos Prokaj, László Bondici

Publication date: 7 March 2022

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2011.10347

zbMATH Keywords

semimartingale propertysemimartingale function

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic integrals (60H05) Local time and additive functionals (60J55)

Related Items

Example of a Dirichlet process whose zero energy part has finite \(p\)-th variation

Cites Work

• Unnamed Item
• Unnamed Item
• Hiding a constant drift
• Lectures on stochastic flows and applications. Delivered at the Indian Institute of Science, Bangalore, under the T.I.F.R.-I.I.Sc. programme in applications of mathematics. Notes by M. K. Ghosh
• Ray-Knight theorems related to a stochastic flow
• Stochastic bifurcation models
• A Remark on the 1/H-Variation of the Fractional Brownian Motion
• Semimartingales and Markov processes

This page was built for publication: On the lack of semimartingale property