XIII: 34, 400-406, LNM 721 (1979)
YOR, Marc
Quelques épilogues (
General theory of processes,
Martingale theory,
Stochastic calculus)
This is an account of current folklore, i.e., small remarks which settle natural questions, possibly published elsewhere but difficult to locate. Among the quotable results, one may mention that if a sequence of martingales converges in $L^1$, one can stop them at arbitrary large stopping times so that the stopped processes converge in $H^1$
Keywords: Local time,
Enlargement of filtrations,
$H^1$ space,
Hardy spaces,
$BMO$Nature: Original
Retrieve article from Numdam
XLIV: 06, 141-148, LNM 2046 (2012)
MARKOWSKY, Greg
The derivative of the intersection local time of Brownian motion through Wiener chaos (
Local time,
Brownian motion)
Keywords: Intersection of local time,
Wiener chaosNature: Original
