Local times for functions with finite variation: two versions of Stieltjes change-of-variables formula

DOI10.1112/blms/bdu014zbMath1295.26011arXiv1307.1288OpenAlexW1966105083MaRDI QIDQ5419242

Marc Yor, Jean Bertoin

Publication date: 6 June 2014

Published in: Bulletin of the London Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1307.1288

zbMATH Keywords

semimartingaleslocal timechange of variable formulaBanach's indicatrix

Mathematics Subject Classification ID

Local time and additive functionals (60J55) Functions of bounded variation, generalizations (26A45)

Related Items (2)

On a Solution to the Monge Transport Problem on the Real Line Arising from the Strictly Concave Case ⋮ Local times and Tanaka-Meyer formulae for càdlàg paths

Cites Work

• Pure jump increasing processes and the change of variables formula
• Increase of stable processes
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