XV: 12, 189-190, LNM 850 (1981)
BARLOW, Martin T.
On Brownian local time (Brownian motion)
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 semimartingale
Keywords: Local times
Nature: Original
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