The hitting characteristics of a strong Markov process, with applications to continuous martingales in 𝑅ⁿ

DOI10.1090/S0002-9904-1966-11627-0zbMath0202.47301OpenAlexW2134820609MaRDI QIDQ5600222

G. E. Denzel

Publication date: 1966

Published in: Bulletin of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0002-9904-1966-11627-0

Cites Work

• Unnamed Item
• On the Decomposition of Continuous Submartingales
• On Square Integrable Martingales
• Hitting and martingale characterizations of one-dimensional diffusions
• ON CONTINUOUS MARTINGALES

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