Constructions of local time for a Markov process

DOI10.1007/BF00532164MaRDI QIDQ3668603zbMATH OpenOpenAlexFDO

Authors Bert E. Fristedt, S. James Taylor

Publication date 1983

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00532164

zbMATH Keywords

additive functionalslocal timestable processes

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15) (L^p)-limit theorems (60F25) Continuous-time Markov processes on general state spaces (60J25) Local time and additive functionals (60J55) Brownian motion (60J65)

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Cited in

(11)

• Itô's excursion theory and its applications
• Burgers turbulence initialized by a regenerative impulse.
• A limit theorem for local time and application to random sets
• Smoothing and occupation measures of stochastic processes
• An axiomatic characterization of the Brownian map
• The local structure of the sample paths of asymmetric cauchy processes
• The measure theory of random fractals
• Lacunarity of self-similar and stochastically self-similar sets
• Local times of deterministic paths and self-similar processes with stationary increments as normalized numbers of interval crossings
• Level crossings of fractional Brownian motion
• Approximation models for the continuous additive functionals of multidimensional Brownian motion

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