On the Derivative of Local Time for the Brownian Sheet with Respect to a Space Variable

DOI10.1137/1132097zbMath0656.60060OpenAlexW2085762444MaRDI QIDQ3803921

F. S. Nasyrov

Publication date: 1987

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1132097

zbMATH Keywords

local timestwo-parameter Brownian sheetstochastic integrals with Brownian sheet as integrator

Mathematics Subject Classification ID

Random fields (60G60) Stochastic integrals (60H05) Local time and additive functionals (60J55)

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