A generalized occupation time formula for continuous semimartingales

DOI10.1556/SSCMATH.2009.1112zbMath1240.60140arXivmath/0612699MaRDI QIDQ3076885

Raouf Ghomrasni

Publication date: 25 February 2011

Published in: Studia Scientiarum Mathematicarum Hungarica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0612699

zbMATH Keywords

local timecontinuous semimartingaleoccupation time formula

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic integrals (60H05)

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