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Teoriya Veroyatnostei i ee Primeneniya, 1978, Volume 23, Issue 3, Pages 594–605 (Mi tvp3078)  

This article is cited in 8 scientific papers (total in 8 papers)

Local times for stochastic processes with multidimensional parameters

Yu. A. Davydov

Leningrad
Full-text PDF (770 kB) Citations (8)
Abstract: A definition of a local time is proposed which is applicable for processes with arbitrary parameter set. The existence of a local time is proved to be equivalent to the absolute continuity of sojourn times with respect to the Borel measure. It is shown that it is still possible to refer to local times as measures on level sets. If the parameter set $T$ is a product $T_1\times T_2$, local times are represented as integrals over $T_1$ of local times for the restrictions of the process considered onto $t_1$-sections of $T$. This representation is used to prove the existence of jointly continuous versions of local times for analogs of the Brownian motion with multidimensional parameter.
Received: 28.02.1977
English version:
Theory of Probability and its Applications, 1979, Volume 23, Issue 3, Pages 573–583
DOI: https://doi.org/10.1137/1123065
Bibliographic databases:
Language: Russian
Citation: Yu. A. Davydov, “Local times for stochastic processes with multidimensional parameters”, Teor. Veroyatnost. i Primenen., 23:3 (1978), 594–605; Theory Probab. Appl., 23:3 (1979), 573–583
Citation in format AMSBIB
\Bibitem{Dav78}
\by Yu.~A.~Davydov
\paper Local times for stochastic processes with multidimensional parameters
\jour Teor. Veroyatnost. i Primenen.
\yr 1978
\vol 23
\issue 3
\pages 594--605
\mathnet{http://mi.mathnet.ru/tvp3078}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=509732}
\zmath{https://zbmath.org/?q=an:0388.60076}
\transl
\jour Theory Probab. Appl.
\yr 1979
\vol 23
\issue 3
\pages 573--583
\crossref{https://doi.org/10.1137/1123065}
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  • https://www.mathnet.ru/eng/tvp/v23/i3/p594
  • This publication is cited in the following 8 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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