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zbMath0468.60048MaRDI QIDQ3921914

Publication date: 1980

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

zbMATH Keywords

local time semimartingale continuous local martingale

Mathematics Subject Classification ID

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

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Diffusions with rank-based characteristics and values in the nonnegative quadrant ⋮ Weak existence of the squared Bessel and CIR processes with skew reflection on a deterministic time-dependent curve

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