On Local Times for Functions and StochasticProcesses

DOI10.1137/S0040585X97975484MaRDI QIDQ4350363zbMATH OpenOpenAlexFDO

Authors F. S. Nasyrov

Publication date 29 September 1997

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

Full work available at URL https://doi.org/10.1137/s0040585x97975484

zbMATH Keywords

Brownian motiondistribution and monotone rearrangement of a functionlocal timeorthogonal decomposition

Mathematics Subject Classification ID

Local time and additive functionals (60J55) Brownian motion (60J65)

Cited in

(8)

• On continuous local times for functions and random processes. II
• Extended Itô integrals and the reflection problem
• On continuous local times for functions and stochastic processes
• scientific article; zbMATH DE number 3854241 (Why is no real title available?)
• Distributions of Functionals of Brownian Local Time, II
• Balayage formula, local time and applications in stochastic differential equations
• scientific article; zbMATH DE number 919344 (Why is no real title available?)
• scientific article; zbMATH DE number 919356 (Why is no real title available?)

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