Local time and Tanaka formulae for super Brownian and super stable processes

DOI10.1016/0304-4149(92)90146-HzbMATH Open0754.60086MaRDI QIDQ1198553FDOQ1198553

Authors: Robert J. Adler, Marica Lewin 

Publication date: 16 January 1993

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

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zbMATH Keywords

characteristic functionSobolev spacessymmetric stable processlocal timesTanaka's formuladomain of attraction of a stable lawbranching measure-valued processItô's formula

Mathematics Subject Classification ID

Random fields (60G60) Random measures (60G57) Generalized stochastic processes (60G20) Local time and additive functionals (60J55)

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Cited In (24)

• Renormalization of local times of super-Brownian motion
• Local time for stable discontinuous superprocesses in one dimension
• Hilbert space regularity of the \((\alpha,d,1)\)-superprocess and its occupation time.
• An occupation time approach for convergence of measure-valued processes, and the death process of a branching system
• On the intersection local time of super brownian motion
• Local Time and a Tanaka Formula for a Class of Discontinuous Measure-Valued Branching Processes
• Self-intersection local time for Gaussian \({\mathcal S}'(\mathbb{R} ^ d)\)-processes: Existence, path continuity and examples
• Joint Hölder continuity of local time for a class of interacting branching measure-valued diffusions
• Super-Brownian local time: a representation and two applications
• Generalized self-intersection local time for a superprocess over a stochastic flow
• On Tanaka formulae for \((\alpha, d,\beta)\)-superprocesses
• Comparing Fleming-Viot and Dawson-Watanabe processes
• A super-Brownian motion with a single point catalyst
• Representations for continuous additive functionals of super-Brownian and super-stable processes
• Dimension results and local times for superdiffusions on fractals
• On the ultimate value of local time of one-dimensional super-Brownian motion
• Tanaka formulae for (\(\alpha, d, \beta\))-superprocesses
• SELF-INTERSECTION LOCAL TIME FOR ${\mathcal S}' ({\mathbb R}^d)$-WIENER PROCESSES AND RELATED ORNSTEIN–UHLENBECK PROCESSES
• An exit measure construction of the total local time of super-Brownian motion
• A large deviation for occupation times of super-stable process
• Improved Hölder continuity near the boundary of one-dimensional super-Brownian motion
• Optimal local Hölder index for density states of superprocesses with \((1+\beta )\)-branching mechanism
• Particle picture approach to the self-intersection local time of density processes in \(\mathcal S^{\prime}(\mathbb R^d)\)
• A representation for functionals of superprocesses via particle picture

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