On a quasi everywhere existence of the local time of the 1-dimensional Brownian motion

zbMath0551.60076MaRDI QIDQ801405

Ichiro Shigekawa

Publication date: 1984

Published in: Osaka Journal of Mathematics (Search for Journal in Brave)

zbMATH Keywords

Ornstein-Uhlenbeck processlocal timeTanaka's formulaKolmogorov's continuity criterion

Mathematics Subject Classification ID

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

Related Items

Regularity of local times of random fields ⋮ Kusuoka-Stroock formula on configuration space and regularities of local times with jumps ⋮ Quasi-everywhere properties of Brownian level sets and multiple points ⋮ Quasi sure quadratic variation of local times of smooth semimartingales. ⋮ Quasi sure analysis of local times of anticipating smooth semimartingales ⋮ On the quasi-everywhere regularity of the local time of one-dimensional diffusion process in Besov space ⋮ Brownian sheet and capacity