Local times for a class of Markoff processes
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Publication:2394081
zbMATH Open0126.33702MaRDI QIDQ2394081FDOQ2394081
Authors: Edward S. Boylan
Publication date: 1964
Published in: Illinois Journal of Mathematics (Search for Journal in Brave)
Cited In (37)
- Sample path properties of processes with stable components
- Approximation of a Wiener Process Local Time by Functionals of Random Walks
- A limit theorem related to a new class of self similar processes
- The boundary of the range of a random walk and the Følner property
- Relative complexity of random walks in random sceneries
- Diffusions on a space of interval partitions: construction from marked Lévy processes
- Excursions of a \(BES_ o(d)\) and its drift term \((0<d<1)\)
- Limit theorems for U-statistics indexed by a one dimensional random walk
- Continuity of local times for L�vy processes
- Local times for Markov processes
- Stochastic Volterra equations for the local times of spectrally positive stable processes
- A Meyer-Itô formula for stable processes via fractional calculus
- Tanaka formula for strictly stable processes
- Average densities of the image and zero set of stable processes
- Local Times and Sample Function Properties of Stationary Gaussian Processes
- Local times for a class of purely discontinuous martingales
- Sobolev regularity of occupation measures and paths, variability and compositions
- Convergence in law for certain additive functionals of symmetric stable processes under strong topology
- Diffusions on a space of interval partitions: Poisson-Dirichlet stationary distributions
- Laws of the iterated logarithm for symmetric stable processes
- A tightness criterion in Besov-Orlicz spaces and applications to the problem of occupation times
- Distribution of integral functionals of the local time of a Bessel process
- On extremal theory for self-similar processes
- Title not available (Why is that?)
- Long-range trap models on \(\mathbb Z\) and quasistable processes
- A law of the iterated logarithm for stable processes in random scenery
- Regularities and limit theorems of some additive functionals of symmetric stable process in some anisotropic Besov spaces
- A self-similar process arising from a random walk with random environment in random scenery
- A lower lipschitz condition for the stable subordinator
- Sample function properties of multi-parameter stable processes
- Weak convergence in a class of anisotropic Besov-Orlicz space
- A note on the weak invariance principle for local times
- On solutions of one-dimensional stochastic differential equations driven by stable Lévy motion
- Uniform control of local times of spectrally positive stable processes
- On the most visited sites of symmetric Markov processes.
- Random walks at random times: convergence to iterated Lévy motion, fractional stable motions, and other self-similar processes
- The exact hausdorff measure of the zero set of a stable process
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