On local times of Ornstein-Uhlenbeck processes

DOI10.1007/978-3-030-83309-1_11zbMath1496.60095OpenAlexW4213374570MaRDI QIDQ2080150

Nathalie Eisenbaum

Publication date: 7 October 2022

Full work available at URL: https://doi.org/10.1007/978-3-030-83309-1_11

zbMATH Keywords

Ornstein-Uhlenbeck processlocal time

Mathematics Subject Classification ID

Brownian motion (60J65) Local time and additive functionals (60J55)

Cites Work

• Integration with respect to local time
• Quadratic covariation and an extension of Itô's formula
• The laws of Brownian local time integrals
• The Brownian movement and stochastic equations
• Conditions for the Absolute Continuity of Two Diffusions
• An invariance principle for the law of the iterated logarithm
• The supremum of Brownian local times on Hölder curves
• Unnamed Item

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