Local Sojourn Time of Diffusion and Degenerating Processeson a Mobile Surface

DOI10.1137/S0040585X97976817MaRDI QIDQ4954351zbMATH OpenFDO

Authors Nikolai Dokuchaev

Publication date 6 June 2000

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S0040585X97976817

zbMATH Keywords

degenerating diffusiondiffusion degenerationdiffusion processeslocal timelocal time continuitymulti-dimensional Ito processesTanaka formula

Mathematics Subject Classification ID

Local time and additive functionals (60J55) Diffusion processes (60J60)

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Cited in

(2)

• On the multi-dimensional skew Brownian motion
• Sojourn time in an union of intervals for diffusions

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