Stochastic analysis and local times for (N,d)-Wiener process

zbMath0531.60057MaRDI QIDQ788393

Peter Imkeller

Publication date: 1984

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1984__20_1_75_0

zbMATH Keywords

local timesBurkholder's inequalityKolmogorov's continuity criterionTanaka-like formulasWong's and Zakai's calculus

Mathematics Subject Classification ID

Random fields (60G60) Brownian motion (60J65) Stochastic integrals (60H05)

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The asymptotic behaviour of local times and occupation integrals of the \(N\)-parameter Wiener process in \(\mathbb{R}^ d\) ⋮ Local times of continuous N-parameter strong martingales ⋮ A stochastic calculus for continuous N-parameter strong martingales ⋮ Ito's formula for continuous (N,d)-processes ⋮ 2D-stochastic currents over the Wiener sheet ⋮ Local time for processes indexed by a partially ordered set

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