: 12, 189-190, LNM 850 (1981)BARLOW, Martin T.
On Brownian local time
Let $(L^a_t)$ be the standard (jointly continuous) version of Brownian local times. Perkins has shown that for fixed $t$ $a\mapsto L^a_t$ is a semimartingale relative to the excusrion fields. An example is given of a stopping time $T$ for which $a\mapsto L^a_T$ is not a semimartingaleKeywords: Local timesNature: Original Retrieve article from Numdam