Stochastic calculus and the continuity of local times of Lévy processes

Richard F. Bass; Davar Khoshnevisan

Séminaire de probabilités de Strasbourg (1992)

  • Volume: 26, page 1-10

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Bass, Richard F., and Khoshnevisan, Davar. "Stochastic calculus and the continuity of local times of Lévy processes." Séminaire de probabilités de Strasbourg 26 (1992): 1-10. <http://eudml.org/doc/113797>.

@article{Bass1992,
author = {Bass, Richard F., Khoshnevisan, Davar},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {Lévy process; local times; stochastic calculus; modulus of continuity},
language = {fre},
pages = {1-10},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Stochastic calculus and the continuity of local times of Lévy processes},
url = {http://eudml.org/doc/113797},
volume = {26},
year = {1992},
}

TY - JOUR
AU - Bass, Richard F.
AU - Khoshnevisan, Davar
TI - Stochastic calculus and the continuity of local times of Lévy processes
JO - Séminaire de probabilités de Strasbourg
PY - 1992
PB - Springer - Lecture Notes in Mathematics
VL - 26
SP - 1
EP - 10
LA - fre
KW - Lévy process; local times; stochastic calculus; modulus of continuity
UR - http://eudml.org/doc/113797
ER -

References

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  1. [B1] M.T. Barlow, Continuity of local times for Lévy processes. Z. f. Wahrsch.69 (1985) 23-35. Zbl0561.60076MR775850
  2. [B2] M.T. Barlow, Necessary and sufficient conditions for the continuity of local time of Lévy processes. Ann. Probab.16 (1988) 1389-1427. Zbl0666.60072MR958195
  3. [BH] M.T. Barlow and J. Hawkes, Application de l'entropie métrique á la continuité des temps locaux des processus de Lévy. C. R. Acad. Sci.Paris301 (1985) 237-239. Zbl0584.60087MR801971
  4. [Bo] E.S. Boylan, Local times for a class of Markov processes. Illinois J. Math.8 (1964) 19-39. Zbl0126.33702MR158434
  5. [DM] C. Dellacherie and P.-A. Meyer, Probabilités et Potentiel:Théorie des Martingales. Paris, Hermann, 1980. Zbl0464.60001MR566768
  6. [D] R.M. Dudley, Sample functions of the Gaussian process. Ann. Probab.1 (1973) 66-103. Zbl0261.60033MR346884
  7. [GK] R.K. Getoor and H. Kesten, Continuity of local times of Markov processes. Compositio Math.24 (1972) 277-303. Zbl0293.60069MR310977
  8. [K] H. Kesten, Hitting probabilities of single points for processes with stationary independent increments. Mem. A. M. S.93. Zbl0186.50202MR272059
  9. [MR] M.R. Marcus and J. Rosen, Sample path properties of the local times of strongly symmetric Markov processes via Gaussian processes. Preprint. Zbl0762.60068
  10. [McK] H.P. McKean, Jr., A Hölder condition for Brownian local time. J. Math. Kyoto Univ.1-2 (1962) 195-201. Zbl0121.13101MR146902
  11. [Me] P.-A. Meyer, Sur les lois de certaines fonctionelles additives: Applications aux temps locaux. Publ. Inst. Statist. Univ. Paris15 (1966) 295-310. Zbl0144.40102MR208679
  12. [MT] P.W. Millar and L.T. Tran, Unbounded local times. Z. f. Wahrsch.30 (1974) 87-92. Zbl0293.60070MR381012

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