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Zapiski Nauchnykh Seminarov POMI, 2019, Volume 486, Pages 148–157 (Mi znsl6885)  
This article is cited in 2 scientific papers (total in 2 papers)

An extension of local time

I. A. Ibragimovab, N. V. Smorodinaab, M. M. Faddeevab

a St. Petersburg Department of Steklov Mathematical Institute of Russian Academy of Sciences
b Saint Petersburg State University
Full-text PDF (147 kB) Citations (2)
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Abstract: In this paper we construct an analog of a local time for an arbitrary Levy process with the finite second moment. When our process is a Wiener process this object coincides with the local time.
Key words and phrases: random processes, Levy processes, local time.
Funding agency Grant number
Russian Science Foundation 17-11-01136
Received: 29.10.2019
Document Type: Article
UDC: 519.2
Language: Russian
Citation: I. A. Ibragimov, N. V. Smorodina, M. M. Faddeev, “An extension of local time”, Probability and statistics. Part 28, Zap. Nauchn. Sem. POMI, 486, POMI, St. Petersburg, 2019, 148–157
Citation in format AMSBIB
\Bibitem{IbrSmoFad19}
\by I.~A.~Ibragimov, N.~V.~Smorodina, M.~M.~Faddeev
\paper An extension of local time
\inbook Probability and statistics. Part~28
\serial Zap. Nauchn. Sem. POMI
\yr 2019
\vol 486
\pages 148--157
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl6885}
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  • https://www.mathnet.ru/eng/znsl/v486/p148
    • 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
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