Some limit theorems connected with Brownian local time

DOI10.1155/JAMSA/2006/26961zbMath1109.60065MaRDI QIDQ871320

Raouf Ghomrasni

Publication date: 19 March 2007

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/53085

Mathematics Subject Classification ID

Brownian motion (60J65) Local time and additive functionals (60J55)

Cites Work

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• General change of variable formulas for semimartingales in one and finite dimensions
• Integration with respect to local time
• A change-of-variable formula with local time on curves

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