L(B t ,t) is not a semimartingale
Barlow, Martin T.
Séminaire de probabilités de Strasbourg, Tome S16 (1982), p. 209-211 / Harvested from Numdam
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Publié le : 1982-01-01
@article{SPS_1982__16__209_0,
     author = {Barlow, Martin T.},
     title = {$L(B\_t,t)$ is not a semimartingale},
     journal = {S\'eminaire de probabilit\'es de Strasbourg},
     volume = {S16},
     year = {1982},
     pages = {209-211},
     zbl = {0479.60082},
     language = {en},
     url = {http://dml.mathdoc.fr/item/SPS_1982__16__209_0}
}

Barlow, Martin T. $L(B_t,t)$ is not a semimartingale. Séminaire de probabilités de Strasbourg, Tome S16 (1982) pp. 209-211. http://gdmltest.u-ga.fr/item/SPS_1982__16__209_0/

1. D.B. Ray : Sojourn times of a diffusion process. Illinois J. Math. 7; 615-630. (1963). | MR 156383 | Zbl 0118.13403