Local time for processes indexed by a partially ordered set

DOI10.1016/S0167-7152(02)00161-XzbMath1022.60079MaRDI QIDQ1812033

Yanyan Li

Publication date: 18 June 2003

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

martingalelocal timepartially ordered setoccupation time formula

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Local time and additive functionals (60J55)

Related Items (1)

Supermartingale decomposition with a general index set

Cites Work

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• On the local time of the multiparameter wiener process and the asymptotic behaviour of an associated integral
• Local Times for Multiparameter Random Processes
• On Sojourn Times for Functions and Random Processes

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