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zbMath0982.60033MaRDI QIDQ2725597

Ching-Sung Chou, Tsung-Ming Chao

Publication date: 12 July 2001

Full work available at URL: http://www.numdam.org/item?id=SPS_2001__35__87_0

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

martingale local time Itô's formula path property structure equation Bouleau-Yor extension Burkholder-Davis-Gundy type inequality

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Martingales with continuous parameter (60G44)

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