On Local Times for Functions and StochasticProcesses

DOI10.1137/S0040585X97975484zbMath0922.60075OpenAlexW4230792346MaRDI QIDQ4350363

F. S. Nasyrov

Publication date: 29 September 1997

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97975484

zbMATH Keywords

Brownian motionlocal timeorthogonal decompositiondistribution and monotone rearrangement of a function

Mathematics Subject Classification ID

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

Related Items (3)

Balayage formula, local time and applications in stochastic differential equations ⋮ On continuous local times for functions and random processes. II ⋮ Extended Itô integrals and the reflection problem

This page was built for publication: On Local Times for Functions and StochasticProcesses