The local time of a two-dimensional diffusion

DOI10.1098/RSPA.1994.0084zbMATH Open0804.60066OpenAlexW2169929448MaRDI QIDQ4307853

Martin Baxter

Publication date: 24 October 1994

Published in: Proceedings of the Royal Society of London. Series A: Mathematical and Physical Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1098/rspa.1994.0084

zbMATH Keywords

Brownian motionlocal timeexcursions of Brownian motion from zerorandom Cantor function

Mathematics Subject Classification ID

Local time and additive functionals (60J55)

Related Items (5)

Two time localization ⋮ Limit law of the local time for Brox's diffusion ⋮ Local times for superdiffusions ⋮ Title not available (Why is that?) ⋮ A density for the local time of the Brox diffusion

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