On local times of a diffusion

Paavo Salminen

Séminaire de probabilités de Strasbourg (1985)

  • Volume: 19, page 63-79

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Salminen, Paavo. "On local times of a diffusion." Séminaire de probabilités de Strasbourg 19 (1985): 63-79. <http://eudml.org/doc/113538>.

@article{Salminen1985,
author = {Salminen, Paavo},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {local time; occupation measure; Doob-Meyer decomposition for submartingales},
language = {eng},
pages = {63-79},
publisher = {Springer - Lecture Notes in Mathematics},
title = {On local times of a diffusion},
url = {http://eudml.org/doc/113538},
volume = {19},
year = {1985},
}

TY - JOUR
AU - Salminen, Paavo
TI - On local times of a diffusion
JO - Séminaire de probabilités de Strasbourg
PY - 1985
PB - Springer - Lecture Notes in Mathematics
VL - 19
SP - 63
EP - 79
LA - eng
KW - local time; occupation measure; Doob-Meyer decomposition for submartingales
UR - http://eudml.org/doc/113538
ER -

References

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  1. [1] Azema, J. et Yor, M.: En quise d'introduction. Société Mathématique de France, Astérisque52-53 (1978), 3-16. MR509476
  2. [2] Blumenthal, R.M. and Getoor, R.K.: Markov Processes and Potential Theory. Academic Press, New York (1968). Zbl0169.49204MR264757
  3. [3] Cinlar , E., Jacod, J., Protter, P. and Sharpe, M.J.: Semimartingales and Markov processes. Z. Wahrscheinlichkeitstheorie verw. Gebiete54 (1980), 161-219. Zbl0443.60074MR597337
  4. [4] Dellacherie, C.: Capacités et processus stochastiques. Springer Verlag, Berlin-Heidelberg-New York (1972). Zbl0246.60032MR448504
  5. [5] Ikeda, N. and Watanabe, S.: Stochastic differential equations and Diffusion Processes. North-Holland/Kodansha, Amsterdam-Oxford-New York/ Tokyo (1981). Zbl0495.60005MR637061
  6. [6] Itô, K. and McKean, H.: Diffusion Processes and their sample paths. Springer Verlag, Berlin-Heidelberg-New York (1974). Zbl0127.09503MR345224
  7. [7] Jacod, J.: Calcul Stochastique et Problèmes de Martingales, Lecture notes in Mathematics714. Springer-Verlag, Berlin-Heidelberg-New York (1979). Zbl0414.60053MR542115
  8. [8] Jeulin, T.: Application de la Theorie du Grossissement a l'etude des temps locaux Browniens. Université Pierre et Marie Curie, Laboratoire de Probabilités (Report). Zbl0562.60080
  9. [9] Meyer, P.A.: Un cours sur les intégrales stochastiques, Séminaire de Probabilités X, Lecture notes in Mathematics511, Springer Verlag, Berlin-Heidelberg-New York (1976),246-400. Zbl0374.60070MR501332
  10. [10] Pitman, J. and Yor, M.: Bessel processes and infinitely divisible laws; Stochastic integrals, Proc. LMS Durham Symp.1981, Lecture notes in Mathematics851. Springer-Verlag, Berlin-Heidelberg-New York (1981), 285-370. Zbl0469.60076MR620995
  11. [11] Rao, M.: On decomposition theorems of Meyer. Mathematica Scandinavica24 (1969), 66-78. Zbl0193.45501MR275510
  12. [12] Salminen, P.: One-dimensional diffusions and their exit spaces. To appear in Mathematica Scandinavica. Zbl0557.60062MR757463
  13. [13] Salminen, P.: Optimal stopping of one-dimensional diffusions. Submitted for publication. Zbl0594.60080
  14. [14] Walsh, J.B.: A diffusion with a discontinuous local time. Société Mathématique de France, Astérisque52-53 (1978), 37-46. 
  15. [15] Williams, D.: Diffusions, Markov processes, and Martingales. John Wiley and Sons, Chichester-New York-Brisbane-Toronto (1979). Zbl0402.60003MR531031

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