Add to ORKG[[abstract]]The local time of a multidimensional semimartingle at a hypersurface will be defined via Tanaka's formula. One can define a certain distance between hypersurfaces so that the continuity properties of local time can be discussed when the underlying process is Brownian motion.[[fileno]]2010218010006[[department]]數學
Abstract. Suppose that D ⊂ Rn, n ≥ 2, is a Lipschitz domain and let Nt(r) be the number of excursion...
AbstractLet M be a 4N-integrable, real-valued continuous N-parameter strong martingale. By extending...
We study a notion of local time for a continuous path, defined as a limit of suitable discrete quant...
Lin Q. Local time and Tanaka formula for the G-Brownian motion. Journal Of Mathematical Analysis And...
In the paper, we study the existence of the local nondeterminism and the joint continuity of the loc...
This is a study of the distance between a Brownian motion and a submanifold of a complete Riemannian...
AbstractThe purpose of this paper is to present in a more or less self-contained way the chief facts...
We study the local time of super-Brownian motion and the topological boundary of the range of super-...
AbstractWe develop Tanaka-like evolution equations describing the local time Lxt of certain measure ...
Estimates for the local and uniform moduli of continuity of the local time of the multifractional Br...
This monograph discusses the existence and regularity properties of local times associated to a cont...
Let B = (Bt)t≥0 be a standard Brownian motion and let (Lxt; t ≥ 0, x ∈R) be a continuous version of ...
We develop a stochastic calculus on the plane with respect to the local times of a large class of Lé...
AbstractWe develop a stochastic calculus on the plane with respect to the local times of a large cla...
Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 20...
Abstract. Suppose that D ⊂ Rn, n ≥ 2, is a Lipschitz domain and let Nt(r) be the number of excursion...
AbstractLet M be a 4N-integrable, real-valued continuous N-parameter strong martingale. By extending...
We study a notion of local time for a continuous path, defined as a limit of suitable discrete quant...
Lin Q. Local time and Tanaka formula for the G-Brownian motion. Journal Of Mathematical Analysis And...
In the paper, we study the existence of the local nondeterminism and the joint continuity of the loc...
This is a study of the distance between a Brownian motion and a submanifold of a complete Riemannian...
AbstractThe purpose of this paper is to present in a more or less self-contained way the chief facts...
We study the local time of super-Brownian motion and the topological boundary of the range of super-...
AbstractWe develop Tanaka-like evolution equations describing the local time Lxt of certain measure ...
Estimates for the local and uniform moduli of continuity of the local time of the multifractional Br...
This monograph discusses the existence and regularity properties of local times associated to a cont...
Let B = (Bt)t≥0 be a standard Brownian motion and let (Lxt; t ≥ 0, x ∈R) be a continuous version of ...
We develop a stochastic calculus on the plane with respect to the local times of a large class of Lé...
AbstractWe develop a stochastic calculus on the plane with respect to the local times of a large cla...
Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 20...
Abstract. Suppose that D ⊂ Rn, n ≥ 2, is a Lipschitz domain and let Nt(r) be the number of excursion...
AbstractLet M be a 4N-integrable, real-valued continuous N-parameter strong martingale. By extending...
We study a notion of local time for a continuous path, defined as a limit of suitable discrete quant...