Super-Brownian local time: a representation and two applications
type: Item
instance of: scholarly article
title: Super-Brownian local time: a representation and two applications
zbMATH Open document ID: 1070.60068
author: Niranjan Chakravarthy
published in: Journal of Mathematical Sciences (New York)
publication date: 2005-06-28T00:00:00Z
review text: There are three different notions \(L_t, \mathcal{L}_t, l_t\) of the local time of super-Brownian motion. A rigorous meaning of \(L_t\) was given by \textit{R. J. Adler} and \textit{M. Lewin} [Stochastic Processes Appl. 41, 45--67 (1992; Zbl 0754.60086)]. The notions \(\mathcal{L}_t\) and \(l_t\) were introduced by \textit{I. Iscoe} [Probab. Theory Relat. Fields 71, 85--116 (1986; Zbl 0555.60034)] and \textit{E. B. Dynkin} [in: Les processus stochastiques. Astérisque 157--158, 147--171 (1988; Zbl 0659.60105)], respectively. In the paper under review the authors use a semimartingale representation of local time to show that the three notions of local time are equivalent.
Mathematics Subject Classification ID: 60J55
Mathematics Subject Classification ID: 60G57
zbMATH DE Number: 2183275
zbMATH Keywords: super-Brownian motion
zbMATH Keywords: semimartingale
reviewed by: Alexander Iksanov
MaRDI profile type: Publication
DOI: 10.1023/B:JOTH.0000027031.49471.CA
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description: scientific article; zbMATH DE number 2183275