scientific article; zbMATH DE number 3998920

zbMATH Open0616.60073MaRDI QIDQ4725447FDOQ4725447

Authors: Jean Bertoin 

Publication date: 1987

Full work available at URL: http://www.numdam.org/item?id=SPS_1987__21__191_0

Title of this publication is not available (Why is that?)

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zbMATH Keywords

local timequadratic variationDirichlet processesItô-Tanaka formulaexistence of occupation densitiesup and down crossing numbers

Mathematics Subject Classification ID

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

Cited In (17)

• On non-continuous Dirichlet processes
• Quadratic variation and quadratic roughness
• Sur la mesure d’Occupation d’une classe de fonctions self-affines
• Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functions
• Applications des processus de Dirichlet aux temps locaux et temps locaux d'intersection d'un mouvement Brownien. (Applications of Dirichlet processes to local times and local times of intersections of Brownian motions)
• Local times for continuous paths of arbitrary regularity
• Sur une intégrale pour les processus à \(\alpha\)-variation bornée. (On an integral for processes with bounded \(\alpha\)-variation)
• The intrinsic local time sheet of Brownian motion
• Pathwise stochastic calculus with local times
• Pathwise integrals and Itô-Tanaka formula for Gaussian processes
• Local times and Tanaka-Meyer formulae for càdlàg paths
• Pathwise integration and change of variable formulas for continuous paths with arbitrary regularity
• 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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• Pathwise integration with respect to paths of finite quadratic variation
• On pathwise quadratic variation for càdlàg functions
• Solutions of stochastic partial differential equations considered as Dirichlet processes

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