An occupation time formula for semimartingales in \(\mathbb{R}^N\)

DOI10.1016/j.spa.2014.04.014zbMath1310.60045arXiv1312.3232OpenAlexW2020264750MaRDI QIDQ404125

J. Herrera, H. S. Yoon

Publication date: 4 September 2014

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1312.3232

zbMATH Keywords

semimartingaleslocal timecoarea formulaoccupation time formula

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Local time and additive functionals (60J55)

Related Items (2)

An occupation time formula for semimartingales in \(\mathbb{R}^N\) ⋮ Variability of paths and differential equations with \(\mathrm{BV}\)-coefficients

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