scientific article; zbMATH DE number 3998920

MaRDI QIDQ4725447zbMATH OpenFDO

Authors Jean Bertoin

Publication date 1987

Full work available at URL http://www.numdam.org/item?id=SPS_1987__21__191_0, https://eudml.org/doc/113590

zbMATH Keywords

Dirichlet processesexistence of occupation densitiesItô-Tanaka formulalocal timequadratic variationup and down crossing numbers

Mathematics Subject Classification ID

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

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• Solutions of stochastic partial differential equations considered as Dirichlet processes
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• Local times and Tanaka-Meyer formulae for càdlàg paths
• Local times for continuous paths of arbitrary regularity
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• Pathwise integration with respect to paths of finite quadratic variation
• Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functions
• Pathwise integrals and Itô-Tanaka formula for Gaussian processes
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• Sur la mesure d’Occupation d’une classe de fonctions self-affines
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• Model-free analysis of dynamic trading strategies
• The intrinsic local time sheet of Brownian motion
• Integration par parties dans l'espace de Wiener et approximation du temps local. (Integration by parts in the Wiener space and approximation of local time)

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