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zbMath0657.60101MaRDI QIDQ3805593

Uwe Küchler, G. Burkhardt

Publication date: 1987

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

zbMATH Keywords

local time local martingale martingale decomposition decomposition of a diffusion

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Diffusion processes (60J60) Local time and additive functionals (60J55)

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