Local times for Markov processes
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Cites work
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Cited in
(41)- Brownian motion on the Sierpinski gasket
- Distribution of integral functionals of the local time of a Bessel process
- A diffusion model for exchange rates. I: Theoretical introduction
- Local times for two-parameter Levy processes
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- The Hausdorff dimension of the sample path of a subordinator
- Local times of additive Lévy processes.
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- Stable processes: Sample function growth at a local minimum
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- Sample functions at a last exit time
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- Modulus of continuity for continuous additive functional
- Measure function properties of the asymmetric Cauchy process
- Semilinear Markov processes, subordinators and renewal theory
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- Stability of overshoots of Markov additive processes
- Time reversal of reflected Brownian motion with Poissonian resetting
- Occupied processes: going with the flow
- Local explosions and extinction in continuous-state branching processes with logistic competition
- Extremal shot noise processes and random cutout sets
- Some path properties of generalized Lévy sheet
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