Local Sojourn Time of Diffusion and Degenerating Processeson a Mobile Surface

DOI10.1137/S0040585X97976817zbMath0981.60071MaRDI QIDQ4954351

Nikolai G. Dokuchaev

Publication date: 6 June 2000

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

zbMATH Keywords

local timediffusion processesTanaka formuladegenerating diffusiondiffusion degenerationlocal time continuitymulti-dimensional Ito processes

Mathematics Subject Classification ID

Diffusion processes (60J60) Local time and additive functionals (60J55)

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