On range and local time of many-dimensional submartingales

DOI10.1007/s10959-012-0431-6zbMath1297.60026arXiv1201.6089OpenAlexW3100247884MaRDI QIDQ2248939

Serguei Popov, Mikhail V. Menshikov

Publication date: 27 June 2014

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1201.6089

zbMATH Keywords

Lyapunov functionlocal timeexit probabilitieselliptic processstrongly directed submartingale

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Local time and additive functionals (60J55)

Related Items (4)

The infinite differentiability of the speed for excited random walks ⋮ Soft local times and decoupling of random interlacements ⋮ Random walk in changing environment ⋮ Some results on regularity and monotonicity of the speed for excited random walks in low dimensions

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