On a generalization of the theorem of p. levy

DOI10.1080/17442509008833608zbMath0697.60049OpenAlexW1986055706MaRDI QIDQ3473902

Hans-Jürgen Engelbert, Wolfgang M. Schmidt

Publication date: 1990

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509008833608

zbMATH Keywords

random time changemartingale problemcontinuous local martingalestrong Markov processesmartingale characterization of the Brownian motion

Mathematics Subject Classification ID

Brownian motion (60J65) Martingales with continuous parameter (60G44) Diffusion processes (60J60) Local time and additive functionals (60J55) Stochastic integral equations (60H20)

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