Skip to main content
SpringerLink
Log in

On semi-martingales associated with crossings

  • Conference paper
  • First Online:
Séminaire de Probabilités XXIV 1988/89

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1426))

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Log in via an institution
Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 44.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 59.00
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. K. Burdzy, J.N. Pitman and M. Yor-Some asymptotic laws for crossings and excursions (preprint).

    Google Scholar 

  2. K. Ito and H.P. McKean (1965)-Diffusion Processes and their sample paths-Springer Verlag, Berlin.

    Book  MATH  Google Scholar 

  3. N. El Karoui (1976)-Sur les montees des semimartingales, Asterisque 52–53.

    Google Scholar 

  4. P.A. Meyer (1976)-Un Cours les Integrales Stochastique, Seminaire de Probabilite X, Springer Verlag, Berlin.

    Google Scholar 

  5. B. Rajeev (1989)-On Sojourn times of Martingales, Sankhyā, Series A, Vol. 51, Part I, 1989.

    Google Scholar 

  6. B. Rajeev (1989)-Crossings of Brownian motion: A semi-martingale approach, Sankhyā, Series A (to appear).

    Google Scholar 

  7. B. Rajeev (1989)-Semi-Martingales Associated with Crossings (Thesis).

    Google Scholar 

  8. B. Rajeev and B.V. Rao (1989)-A ratio limit theorem for Martingales (preprint).

    Google Scholar 

  9. M. Yor (1976)-Rappels et Preliminaires generaux, Asterisque 52–53.

    Google Scholar 

  10. M. Yor (1976)-Sur la Continuite destemps locaux associes a certain semi-martingales, Asterisque 52–53.

    Google Scholar 

  11. P.A. Meyer (1988)-Sur un theoreme de B. Rajeev, Seminaire de Probabilite, XXII, Springer Verlag, Berlin.

    Google Scholar 

Download references

Author information

Authors and Affiliations

  1. Indian Statistical Institute, India

    B. Rajeev

Authors
  1. B. Rajeev
    View author publications

    You can also search for this author in PubMed Google Scholar

Editor information

Jacques Azéma Marc Yor Paul André Meyer

Rights and permissions

Reprints and permissions

Copyright information

© 1990 Springer-Verlag

About this paper

Cite this paper

Rajeev, B. (1990). On semi-martingales associated with crossings. In: Azéma, J., Yor, M., Meyer, P.A. (eds) Séminaire de Probabilités XXIV 1988/89. Lecture Notes in Mathematics, vol 1426. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0083760

Download citation

  • DOI: https://doi.org/10.1007/BFb0083760

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-52694-0

  • Online ISBN: 978-3-540-47098-4

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics

Search

Navigation