Local times for a class of multi-parameter processes

DOI10.1080/17442508408833297MaRDI QIDQ3324757zbMATH OpenOpenAlexFDO

Authors P. Imkeller

Publication date 1984

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508408833297

zbMATH Keywords

domination conditionItô's formulalocal timesoccupation timesTanaka's formula

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Random fields (60G60) Stochastic integrals (60H05)

Recommendations

• Local times of continuous N-parameter strong martingales
• Local times of multi-parameter processes with stable components
• Stochastic analysis and local times for (N,d)-Wiener process
• Local times of \(N\)-parameter Gaussian processes
• Two-parameter \(p,q\)-variation paths and integrations of local times

Cites work

• Differentiation formulas for stochastic integrals in the plane
• scientific article; zbMATH DE number 3711108 (Why is no real title available?)
• Ito's formula for continuous (N,d)-processes
• Occupation densities
• On a problem posed by Orey and Pruitt related to the range of the N-parameter wiener process in R d
• Sample function properties of multi-parameter stable processes
• Stochastic integrals in the plane
• Stochastic integration and \(L^ p-\)theory of semimartingales

Cited in

(13)

• On the local time process standardized by the local time at zero
• Local time for processes indexed by a partially ordered set
• Local time penalizations with various clocks for one-dimensional diffusions
• Two-parameter \(p,q\)-variation paths and integrations of local times
• Local times for multifractional square Gaussian processes
• Ito's formula for continuous (N,d)-processes
• scientific article; zbMATH DE number 5284401 (Why is no real title available?)
• scientific article; zbMATH DE number 3994687 (Why is no real title available?)
• scientific article; zbMATH DE number 6458596 (Why is no real title available?)
• Local times of multi-parameter processes with stable components
• Local time and Tanaka formula for a Volterra-type multifractional Gaussian process
• Stochastic integration with respect to local time of the Brownian sheet and regularising properties of Brownian sheet paths
• Stochastic analysis and local times for (N,d)-Wiener process

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