The Pedestrian's Guide to Local Time¶
Björk, T. (2015). The Pedestrian's Guide to Local Time.
Cited by¶
4 citations across 1 artifact.
Domain-specific¶
- Local Time (Mathematics)
- Those clocks need not coincide for another semimartingale.
- It is an important relation, not a requirement that every application begin from that formula.
- In Björk's reflected Brownian worked example, X=|W| has selected boundary value L⁰_t(X)=2L⁰_t(W), while the Skorokhod regulator F equals L⁰_t(W) of the underlying W. His later theorem prints an incompatible unqualified equality F=L⁰_t(X); this entry does not use that printed equality as a general rule.
Verification¶
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Registry ID ref:824b41c670dd · see in the full table