Mazumdar, Ravi; Badrinath, Vivek; Guillemin, Fabrice; … - In: Stochastic Processes and their Applications 47 (1993) 1, pp. 119-130
In this paper, we generalize an earlier result on pathwise rate conservation for càdlàg processes to include a diffusion component. This leads to the occurence of an additional term corresponding to the local time of the process when considering the level crossing formula. This extension...