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Teoriya Veroyatnostei i ee Primeneniya, 1976, Volume 21, Issue 1, Pages 172–179
(Mi tvp3312)
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This article is cited in 2 scientific papers (total in 2 papers)
Short Communications
On local times for stochastic processes
Yu. A. Davydov Leningrad
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
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
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https://www.mathnet.ru/eng/tvp3312 https://www.mathnet.ru/eng/tvp/v21/i1/p172
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