Super-Brownian local time: a representation and two applications
There are three different notions \(L_t, \mathcal{L}_t, l_t\) of the local time of super-Brownian motion. A rigorous meaning of \(L_t\) was given by \textit{R. J. Adler} and \textit{M. Lewin} [Stochastic Processes Appl. 41, 45--67 (1992; Zbl 0754.60086)]. The notions \(\mathcal{L}_t\) and \(l_t\) were introduced by \textit{I. Iscoe} [Probab. Theory Relat. Fields 71, 85--116 (1986; Zbl 0555.60034)] and \textit{E. B. Dynkin} [in: Les processus stochastiques. Astérisque 157--158, 147--171 (1988; Zbl 0659.60105)], respectively. In the paper under review the authors use a semimartingale representation of local time to show that the three notions of local time are equivalent.
- Local behaviour of local times of super-Brownian motion
- On the boundary local time measure of super-Brownian motion
- scientific article; zbMATH DE number 5348107
- Renormalization of local times of super-Brownian motion
- On the intersection local time of super brownian motion
- A boundary local time for one-dimensional super-Brownian motion and applications
- On the ultimate value of local time of one-dimensional super-Brownian motion
- Local time and Tanaka formulae for super Brownian and super stable processes
- A representation for super Brownian motion
- On the ultimate value of local time of one-dimensional super-Brownian motion
- Joint Hölder continuity of local time for a class of interacting branching measure-valued diffusions
- On the boundary local time measure of super-Brownian motion
- The Brownian cactus. II: Upcrossings and local times of super-Brownian motion
- Dimension results and local times for superdiffusions on fractals
- A stochastic differential equation for local times of super-Brownian motion
- Local times for superdiffusions
This page was built for publication: Super-Brownian local time: a representation and two applications
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1781641)
