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Teoriya Veroyatnostei i ee Primeneniya, 1995, Volume 40, Issue 4, Pages 798–812 (Mi tvp3663)  

This article is cited in 6 scientific papers (total in 6 papers)

On local times for functions and stochastic processes. I

F. S. Nasyrov

Ufa State Aviation Technical University
Full-text PDF (812 kB) Citations (6)
Abstract: Let $X(t)$, $0\le t\le 1$, be a real-valued measurable function having a local time $\alpha (t,u)$, $0\le t\le 1$, $u\in\mathbf{R}$. If the latter is continuous in $t$ for a.e. $u$, then the distribution. $F(t,x)=\int_\mathbf{R}\mathbb{I}(\alpha(t,u)>x)\,du$ 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 $\xi^*(s)=F(s,X(s))$, $0\le s\le 1$, respectively.
Keywords: local time, distribution and monotone rearrangement of a function, orthogonal decomposition, Brownian motion.
Received: 06.12.1991
English version:
Theory of Probability and its Applications, 1995, Volume 40, Issue 4, Pages 702–713
DOI: https://doi.org/10.1137/1140079
Bibliographic databases:
Language: Russian
Citation: F. S. Nasyrov, “On local times for functions and stochastic processes. I”, Teor. Veroyatnost. i Primenen., 40:4 (1995), 798–812; Theory Probab. Appl., 40:4 (1995), 702–713
Citation in format AMSBIB
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\by F.~S.~Nasyrov
\paper On local times for functions and stochastic processes.~I
\jour Teor. Veroyatnost. i Primenen.
\yr 1995
\vol 40
\issue 4
\pages 798--812
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\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1405146}
\zmath{https://zbmath.org/?q=an:0909.60057}
\transl
\jour Theory Probab. Appl.
\yr 1995
\vol 40
\issue 4
\pages 702--713
\crossref{https://doi.org/10.1137/1140079}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1996WD22100009}
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  • https://www.mathnet.ru/eng/tvp/v40/i4/p798
    Cycle of papers
    This publication is cited in the following 6 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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