Joint continuity of the local times of Markov processes

DOI10.1007/BF00532584MaRDI QIDQ3341623zbMATH OpenOpenAlexFDO

Authors 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

jointly continuous in the state and time variableslocal timetransition density

Mathematics Subject Classification ID

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

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Cites work

• A local time analysis of intersections of Brownian paths in the plane
• A property of Brownian motion paths
• Gaussian Processes with Stationary Increments: Local Times and Sample Function Properties
• scientific article; zbMATH DE number 3816740 (Why is no real title available?)
• scientific article; zbMATH DE number 3459684 (Why is no real title available?)
• scientific article; zbMATH DE number 3594385 (Why is no real title available?)
• scientific article; zbMATH DE number 3230499 (Why is no real title available?)
• scientific article; zbMATH DE number 3085434 (Why is no real title available?)
• Joint continuity of Gaussian local times
• Local Times and Sample Function Properties of Stationary Gaussian Processes
• Occupation densities
• On the First Passage Time Probability Problem
• Sample function properties of multi-parameter stable processes

Cited in

(16)

• Joint continuity of the intersection local times of Markov processes
• Strong laws and limit theorems for local time of Markov processes
• Approximation of local times of Gaussian surfaces
• A class of Markov processes which admit local times
• Some self-similar processes related to local times
• A sufficient condition for the continuity of permanental processes with applications to local times of Markov processes
• Sobolev regularity of occupation measures and paths, variability and compositions
• On the continuity of local times of Borel right Markov processes
• Joint density for the local times of continuous-time Markov chains
• On differentiability with respect to the initial data of the solution to an SDE with a Lévy noise and discontinuous coefficients
• scientific article; zbMATH DE number 4080566 (Why is no real title available?)
• scientific article; zbMATH DE number 1536384 (Why is no real title available?)
• Existence and properties of local times for Markov random fields
• Path continuity of Markov processes and locality of Kolmogorov operators
• Some joint distributions for Markov process
• Using differential equations to obtain joint moments of first-passage times of increasing Lévy processes

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