Local times for a class of multi-parameter processes

DOI10.1080/17442508408833297zbMath0538.60051OpenAlexW1558677155MaRDI QIDQ3324757

Peter Imkeller

Publication date: 1984

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508408833297

zbMATH Keywords

local timesItô's formulaoccupation timesTanaka's formuladomination condition

Mathematics Subject Classification ID

Random fields (60G60) Generalizations of martingales (60G48) Stochastic integrals (60H05)

Related Items (2)

Ito's formula for continuous (N,d)-processes ⋮ Local time for processes indexed by a partially ordered set

Cites Work

• Unnamed Item
• Stochastic integration and \(L^ p-\)theory of semimartingales
• Occupation densities
• Stochastic integrals in the plane
• Differentiation formulas for stochastic integrals in the plane
• Ito's formula for continuous (N,d)-processes
• Sample function properties of multi-parameter stable processes
• On a problem posed by Orey and Pruitt related to the range of the N-parameter wiener process in R d

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