L(B t ,t) is not a semimartingale
Séminaire de probabilités, Tome 16 (1982), pp. 209-211
corrigé par Correction : « L(B t ,t) is not a semimartingale » 
@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},
     pages = {209--211},
     year = {1982},
     publisher = {Springer - Lecture Notes in Mathematics},
     volume = {16},
     zbl = {0479.60082},
     language = {en},
     url = {https://www.numdam.org/item/SPS_1982__16__209_0/}
}
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VL  - 16
PB  - Springer - Lecture Notes in Mathematics
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Barlow, Martin T. $L(B_t,t)$ is not a semimartingale. Séminaire de probabilités, Tome 16 (1982), pp. 209-211. https://www.numdam.org/item/SPS_1982__16__209_0/

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