Local times and supermartingales

DOI10.1007/BF00532713zbMath0274.60032MaRDI QIDQ5182923

Joseph Horowitz, Donald Geman

Publication date: 1974

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Mathematics Subject Classification ID

Gaussian processes (60G15) Sample path properties (60G17) Local time and additive functionals (60J55)

Related Items (5)

Measure-valued random processes ⋮ Universality for persistence exponents of local times of self-similar processes with stationary increments ⋮ Occupation-times for functions with countable level sets and the regeneration of stationary processes ⋮ On the approximate local growth of multidimensional random fields ⋮ A Note on the Continuity of Local Times

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Local time as a derivative of occupation times
• Occupation times for smooth stationary processes
• Class 𝐷 supermartingales
• Local Times and Sample Function Properties of Stationary Gaussian Processes
• Gaussian sample functions and the Hausdorff dimension of level crossings
• Gaussian Processes with Stationary Increments: Local Times and Sample Function Properties
• [https://portal.mardi4nfdi.de/wiki/Publication:5605500 M�thodes de martingales et th�orie des flots]
• The exit measure of a supermartingale

This page was built for publication: Local times and supermartingales