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:

  1.  Tanaka’s formula for symmetric levy processe

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

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

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