Generalised arc length for brownian motion and L�vy processes
From MaRDI portal
Publication:3923330
DOI10.1007/BF00535489zbMath0469.60037OpenAlexW2000052513MaRDI QIDQ3923330
Yves Le Jan, R. V. Chacon, Edwin A. Perkins, S. James Taylor
Publication date: 1981
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00535489
Brownian motion (60J65) Sample path properties (60G17) Local time and additive functionals (60J55) Markov processes (60J99)
Related Items
Uniform control of local times of spectrally positive stable processes, Pathwise stochastic calculus with local times, Brownian motion on the Sierpinski gasket, Pathwise integration with respect to paths of finite quadratic variation, Approximation of stopped Brownian local time by diadic crossing chains, Sticky Brownian motion as the strong limit of a sequence of random walks, Pathwise integration and change of variable formulas for continuous paths with arbitrary regularity, Extremes, rainflow cycles and damage functionals in continuous random processes, On the character of convergence to Brownian local time. I
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A fundamental property of Markov processes with an application to equivalence under time changes
- A global intrinsic characterization of Brownian local time
- Arc length associated to a Markov process
- Distribution function inequalities for martingales
- Exact asymptotic estimates of Brownian path variation
- Downcrossings and local time
- [https://portal.mardi4nfdi.de/wiki/Publication:4148755 L�vy's downcrossing theorem]
- Electrostatic capacity, heat flow, and brownian motion
- On Square Integrable Martingales
- ON CONTINUOUS MARTINGALES
- Random Walks and A Sojourn Density Process of Brownian Motion
- First Passage times and Sojourn Times for Brownian Motion in Space and the Exact Hausdorff Measure of the Sample Path