AbstractConditions are given on a family of measures {μa, 0⩽a⩽1} so that the corresponding family {Aat, 0⩽a⩽1} of additive functionals of d-dimensional Brownian motion will be jointly continuous in a and t, a.s. This is then used to give a d-dimensional analogue to the representation At = ∝ Lytμ(dy) that is valid for one-dimensional Brownian motion, where Lyt is local time at y. In place of local times at points, local times at hyperplanes are used
AbstractWe extend the notion of positive continuous additive functionals of multidimensional Brownia...
AbstractThe purpose of this paper is to present in a more or less self-contained way the chief facts...
AbstractLet Jωx(t) = x + ∝0t bω(s) ds, where bω is planar Brownian motion starting at 0. A Wiener-ty...
AbstractA general approximation model for the continuous additive functionals of the multidimensiona...
AbstractWe consider a broad class of continuous martingales whose local modulus of continuity is in ...
AbstractThis paper is devoted to the study of the additive functional t→∫0tf(W(s))ds, where f denote...
Abstract. We study continuous additive functionals of zero quadratic variation of strong Markov cont...
This article is concerned with modulus of continuity of Brownian local times. Specifically, we focus...
AbstractIn this article, we study the family of probability measures (indexed by t∈R+∗), obtained by...
Abstract. Let B be a one-dimensional Brownian motion and f: R → R be a Borel function that is locall...
In this paper we study the local times of Brownian motion from the point of view of algorithmic rand...
AbstractLet X={X(t);t∈R+N} be an additive Lévy process in Rd withX(t)=X1(t1)+⋯+XN(tN)∀t∈R+N,where X1...
We study the existence and regularity of local times for general $d$-dimensional stochastic processe...
We consider additive functionals of stationary Markov processes and show that under Kipnis–Varadhan ...
We obtain a local limit theorem for the laws of a class of Brownian additive functionals and we appl...
AbstractWe extend the notion of positive continuous additive functionals of multidimensional Brownia...
AbstractThe purpose of this paper is to present in a more or less self-contained way the chief facts...
AbstractLet Jωx(t) = x + ∝0t bω(s) ds, where bω is planar Brownian motion starting at 0. A Wiener-ty...
AbstractA general approximation model for the continuous additive functionals of the multidimensiona...
AbstractWe consider a broad class of continuous martingales whose local modulus of continuity is in ...
AbstractThis paper is devoted to the study of the additive functional t→∫0tf(W(s))ds, where f denote...
Abstract. We study continuous additive functionals of zero quadratic variation of strong Markov cont...
This article is concerned with modulus of continuity of Brownian local times. Specifically, we focus...
AbstractIn this article, we study the family of probability measures (indexed by t∈R+∗), obtained by...
Abstract. Let B be a one-dimensional Brownian motion and f: R → R be a Borel function that is locall...
In this paper we study the local times of Brownian motion from the point of view of algorithmic rand...
AbstractLet X={X(t);t∈R+N} be an additive Lévy process in Rd withX(t)=X1(t1)+⋯+XN(tN)∀t∈R+N,where X1...
We study the existence and regularity of local times for general $d$-dimensional stochastic processe...
We consider additive functionals of stationary Markov processes and show that under Kipnis–Varadhan ...
We obtain a local limit theorem for the laws of a class of Brownian additive functionals and we appl...
AbstractWe extend the notion of positive continuous additive functionals of multidimensional Brownia...
AbstractThe purpose of this paper is to present in a more or less self-contained way the chief facts...
AbstractLet Jωx(t) = x + ∝0t bω(s) ds, where bω is planar Brownian motion starting at 0. A Wiener-ty...