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scientific article; zbMATH DE number 1210409

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Publication:4213427
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zbMath0949.60088MaRDI QIDQ4213427

Michel Émery, Marc Yor

Publication date: 25 November 1998

Full work available at URL: http://www.numdam.org/item?id=SPS_1998__32__306_0

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

zbMATH Keywords

local timesemimartingale


Mathematics Subject Classification ID

Brownian motion (60J65)


Related Items (3)

A FORWARD EQUATION FOR COMPUTING DERIVATIVES EXPOSURE ⋮ On a coupling of solutions to the interface stochastic differential equation on a star graph ⋮ Some identities on semimartingales local times




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