On polynomial filtration of some continuous semimartingales
type: Item
instance of: scholarly article
title: On polynomial filtration of some continuous semimartingales
zbMATH Open document ID: 0802.60042
DOI: 10.1016/0167-7152(94)90038-8
author: Youssef Ouknine
published in: Statistics \& Probability Letters
publication date: 1994-09-05T00:00:00Z
Mathematics Subject Classification ID: 60G48
Mathematics Subject Classification ID: 60J65
zbMATH DE Number: 633685
zbMATH Keywords: local time
zbMATH Keywords: polynomial filtration
zbMATH Keywords: continuous semimartingales
zbMATH Keywords: Brownian motion with drift
MaRDI profile type: Publication
full work available at URL: 0167-7152(94)90038-8
OpenAlex ID: W1987950602
cites work: Q3979077
description: scientific article; zbMATH DE number 633685