On range and local time of many-dimensional submartingales
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Publication:2248939
DOI10.1007/s10959-012-0431-6zbMath1297.60026arXiv1201.6089MaRDI 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
Lyapunov function; local time; exit probabilities; elliptic process; strongly directed submartingale
60G42: Martingales with discrete parameter
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
60J55: Local time and additive functionals
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