You are currently browsing the category archive for the ‘Local time’ category.

The following is collections of articles published on subject of Tanaka’s formula:

The following articles are a collection of local time related publications:

- Continuity of local time for Levy processes
- Continuity of local time for markov processes
- Joint continuity of local time for markov process
- Large deviation of local time for levy processes
- Limit theorem and variation properties for fractional derivatives of the local time of a stable process
- Local time of markov processes approximated by a generalized iterated brownian motion
- Local time for Markov processes
- local time and related properties of multidimensional iterated brownian motion
- Occupation densities
- On the barlow yor inequality of local time
- Semi-martingale inequality and local time
- Unbounded local time
- Two parameter p,q variation path and integration of local time
- Generalized Itǒ Formulae and Space-Time Lebesgue–Stieltjes Integrals of Local Times

The following article I wrote is based on Bertoin’s . 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

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