scientific article; zbMATH DE number 3998920

zbMath0616.60073MaRDI QIDQ4725447

Jean Bertoin

Publication date: 1987

Full work available at URL: http://www.numdam.org/item?id=SPS_1987__21__191_0

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zbMATH Keywords

local timeDirichlet processesquadratic variationItô-Tanaka formulaexistence of occupation densitiesup and down crossing numbers

Mathematics Subject Classification ID

Stochastic integrals (60H05) Local time and additive functionals (60J55)

Related Items (12)

Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functions ⋮ Pathwise integrals and Itô-Tanaka formula for Gaussian processes ⋮ Pathwise stochastic calculus with local times ⋮ Pathwise integration with respect to paths of finite quadratic variation ⋮ On pathwise quadratic variation for càdlàg functions ⋮ Pathwise integration and change of variable formulas for continuous paths with arbitrary regularity ⋮ Solutions of stochastic partial differential equations considered as Dirichlet processes ⋮ Local times and Tanaka-Meyer formulae for càdlàg paths ⋮ The intrinsic local time sheet of Brownian motion ⋮ Sur la mesure d’Occupation d’une classe de fonctions self-affines ⋮ Local times for continuous paths of arbitrary regularity ⋮ Quadratic variation and quadratic roughness

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