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Teoriya Veroyatnostei i ee Primeneniya, 1976, Volume 21, Issue 1, Pages 172–179 (Mi tvp3312)  
This article is cited in 2 scientific papers (total in 2 papers)

Short Communications

On local times for stochastic processes

Yu. A. Davydov

Leningrad
Full-text PDF (487 kB) Citations (2)
Abstract: A martingale approach is proposed to constructing local times for stochastic processes. It is shown that the local time, if it exists, has a measurable modification. Sufficient conditions for existence of local times are given. A few concrete classes of stochastic processes are considered, existence of local times being proved. For semistable processes with local times the distributions of some additive functionals are investigated.
Received: 21.01.1975
English version:
Theory of Probability and its Applications, 1976, Volume 21, Issue 1, Pages 171–178
DOI: https://doi.org/10.1137/1121018
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: Yu. A. Davydov, “On local times for stochastic processes”, Teor. Veroyatnost. i Primenen., 21:1 (1976), 172–179; Theory Probab. Appl., 21:1 (1976), 171–178
Citation in format AMSBIB
\Bibitem{Dav76}
\by Yu.~A.~Davydov
\paper On local times for stochastic processes
\jour Teor. Veroyatnost. i Primenen.
\yr 1976
\vol 21
\issue 1
\pages 172--179
\mathnet{http://mi.mathnet.ru/tvp3312}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=402948}
\zmath{https://zbmath.org/?q=an:0368.60040}
\transl
\jour Theory Probab. Appl.
\yr 1976
\vol 21
\issue 1
\pages 171--178
\crossref{https://doi.org/10.1137/1121018}
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  • https://www.mathnet.ru/eng/tvp/v21/i1/p172
    • This publication is cited in the following 2 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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