Joint continuity of the local times of Markov processes

DOI10.1007/BF00532584zbMath0549.60069OpenAlexW2078468441MaRDI QIDQ3341623

Simeon M. Berman

Publication date: 1985

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00532584

zbMATH Keywords

transition densitylocal timejointly continuous in the state and time variables

Mathematics Subject Classification ID

Diffusion processes (60J60) Local time and additive functionals (60J55)

Related Items (5)

Approximation of local times of Gaussian surfaces ⋮ Sobolev regularity of occupation measures and paths, variability and compositions ⋮ Some self-similar processes related to local times ⋮ Using differential equations to obtain joint moments of first-passage times of increasing Lévy processes ⋮ On differentiability with respect to the initial data of the solution to an SDE with a Lévy noise and discontinuous coefficients

Cites Work

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• A local time analysis of intersections of Brownian paths in the plane
• Joint continuity of Gaussian local times
• Occupation densities
• A property of Brownian motion paths
• Sample function properties of multi-parameter stable processes
• Local Times and Sample Function Properties of Stationary Gaussian Processes
• Gaussian Processes with Stationary Increments: Local Times and Sample Function Properties
• On the First Passage Time Probability Problem

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