Local times of ranked continuous semimartingales
Banner, Adrian D., Ghomrasni, Raouf
Published in Stochastic processes and their applications (01.07.2008)
Published in Stochastic processes and their applications (01.07.2008)
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Journal Article
Decomposition of Order Statistics of Semimartingales Using Local Times
Ghomrasni, Raouf, Pamen, Olivier Menoukeu
Published in Stochastic analysis and applications (15.04.2010)
Published in Stochastic analysis and applications (15.04.2010)
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Journal Article