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Teoriya Veroyatnostei i ee Primeneniya, 1996, Volume 41, Issue 2, Pages 284–299
DOI: https://doi.org/10.4213/tvp2933
(Mi tvp2933)
 

This article is cited in 4 scientific papers (total in 4 papers)

On local times for functions and stochastic processes

F. S. Nasyrov

Ufa State Aviation Technical University
Full-text PDF (783 kB) Citations (4)
Abstract: Let $X(t)$, $0\l t\l 1$, be a real-valued measurable function having a local time $\alpha(t,u)$, $0\l t\l 1$, $u\in\mathbb R$. If the latter is continuous in $t$ for a.a. $u$, then the distribution $F(t,x)=\int_\mathbb R\mathbb{I}\{\alpha(t,u) > x\}\,du$ and the monotone rearrangement $\alpha^*(t,u)=\inf\{x\: F(t,x) < u\}$ of the local time $\alpha(t,u)$ are the local times for $\xi(s)=\alpha(s,X(s))$ and $\xi^*(s)=F(s,\xi(s))$, $0\l s\l 1$, respectively.
Keywords: local time, distribution and monotonere arrangement of a function, orthogonal decomposition, Brownian motion.
Received: 06.12.1991
English version:
Theory of Probability and its Applications, 1997, Volume 41, Issue 2, Pages 275–287
DOI: https://doi.org/10.1137/S0040585X97975484
Bibliographic databases:
Language: Russian
Citation: F. S. Nasyrov, “On local times for functions and stochastic processes”, Teor. Veroyatnost. i Primenen., 41:2 (1996), 284–299; Theory Probab. Appl., 41:2 (1997), 275–287
Citation in format AMSBIB
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\by F.~S.~Nasyrov
\paper On local times for functions and stochastic processes
\jour Teor. Veroyatnost. i Primenen.
\yr 1996
\vol 41
\issue 2
\pages 284--299
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\crossref{https://doi.org/10.4213/tvp2933}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1445752}
\zmath{https://zbmath.org/?q=an:0922.60075}
\transl
\jour Theory Probab. Appl.
\yr 1997
\vol 41
\issue 2
\pages 275--287
\crossref{https://doi.org/10.1137/S0040585X97975484}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1997XM80000006}
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  • https://doi.org/10.4213/tvp2933
  • https://www.mathnet.ru/eng/tvp/v41/i2/p284
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    This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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