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L(Bt,t) is not a semimartingale

  • M. T. Barlow
Conference paper
Part of the Lecture Notes in Mathematics book series (LNM, volume 920)

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References

  1. 1.
    D.B. Ray: Sojourn times of a diffusion process. Illinois J. Math. 7; 615–630. (1963).MathSciNetzbMATHGoogle Scholar

Copyright information

© Springer-Verlag 1982

Authors and Affiliations

  • M. T. Barlow
    • 1
  1. 1.Statistical LaboratoryCambridgeEngland

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