Teoriya Veroyatnostei i ee Primeneniya
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Teor. Veroyatnost. i Primenen.:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


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}
Linking options:
  • https://www.mathnet.ru/eng/tvp3078
  • 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
    Statistics & downloads:
    Abstract page:200
    Full-text PDF :91
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024