The intrinsic local time sheet of Brownian motion

DOI10.1007/BF01418866zbMath0722.60079OpenAlexW2078771324MaRDI QIDQ756287

L. C. G. Rogers, John B. Walsh

Publication date: 1991

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01418866

zbMATH Keywords

Doob-Meyer decompositionDirichlet processsemimartingaleBrownian local time sheetlocal time process

Mathematics Subject Classification ID

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

Related Items

Derivative of intersection local time of independent symmetric stable motions, The Derivative of the Intersection Local Time of Brownian Motion Through Wiener Chaos, On the Tanaka formula for the derivative of self-intersection local time of fractional Brownian motion, Ray-Knight theorems related to a stochastic flow, The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest

Cites Work

• Local time and stochastic area integrals
• Calculation of some conditional excursion formulae
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