You are currently browsing the monthly archive for February 2008.

The following articles are about Rough path theory which is developed by T. Lyons from Oxford University:

For more reference on Rough paths, one could visit Rough paths.

The following article I wrote is based on Bertoin’s $Levy Processes$. It reviews on how potential theory has been used to construct Occupation densities . It is well known that there are different constructions and definitions of local times corresponding to different classes of stochastic processes. For a large panorama of such definitions, refer to Occupation densities