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zbMath0635.60057MaRDI QIDQ3774661

Paul McGill

Publication date: 1986

Full work available at URL: http://www.numdam.org/item?id=SPS_1986__20__465_0

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

zbMATH Keywords

local time martingale representation time-change Ray-Knight theorems excursion fields

Mathematics Subject Classification ID

Brownian motion (60J65) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

Related Items

Continuity of martingales in the Brownian excursion filtration, The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest, The intrinsic local time sheet of Brownian motion, A martingale characterisation of the Brownian excursion compensator

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