p -variation for families of local times on lines

Haya Kaspi; Jay S. Rosen

Séminaire de probabilités de Strasbourg (2000)

  • Volume: 34, page 171-184

How to cite


Kaspi, Haya, and Rosen, Jay S.. "$p$-variation for families of local times on lines." Séminaire de probabilités de Strasbourg 34 (2000): 171-184. <http://eudml.org/doc/114035>.

author = {Kaspi, Haya, Rosen, Jay S.},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {local times; Lévy processes; p-variation},
language = {eng},
pages = {171-184},
publisher = {Springer - Lecture Notes in Mathematics},
title = {$p$-variation for families of local times on lines},
url = {http://eudml.org/doc/114035},
volume = {34},
year = {2000},

AU - Kaspi, Haya
AU - Rosen, Jay S.
TI - $p$-variation for families of local times on lines
JO - Séminaire de probabilités de Strasbourg
PY - 2000
PB - Springer - Lecture Notes in Mathematics
VL - 34
SP - 171
EP - 184
LA - eng
KW - local times; Lévy processes; p-variation
UR - http://eudml.org/doc/114035
ER -


  1. 1. R. Bass, Joint continuity and representations of additive functionals of d-dimensional Brownian motion, Stochastic Process. Appl.17 (1984), 211-227. Zbl0543.60080MR751203
  2. 2. N. Bouleau and M. Yor, Sur la variation quadratique de temps locaux de certaines semi-martingales, C. R. Acad. Sc.Paris292 (1981), 491-492. Zbl0476.60046MR612544
  3. 3. H. Federer, Geometric measure theory, Springer-Verlag, New York, 1969. Zbl0176.00801MR257325
  4. 4. W. Feller, An introduction to probability theory and its applications, vol. ii, John Wiley and Sons, New York, 1971. Zbl0219.60003MR270403
  5. 5. M. Marcus and J. Rosen, p-variation of the local times of symmetric stable processes and of Gaussian processes with stationary increments, Ann. Probab.20 (1992), 1685-1713. Zbl0762.60069MR1188038
  6. 6. E. Perkins, Local time is a semimartingale, Z. Wahrscheinlichkeitstheorie und Verw. Gebiete60 (1982), 79-117. Zbl0468.60070MR661760
  7. 7. J. Rosen, p-variation of the local times of stable processes and intersection local time, Seminar on Stochastic Processes, 1991 (Boston), Progress in Probability, vol. 33, Birkhauser, Boston, 1993, pp. 157-168. Zbl0796.60078MR1172150

NotesEmbed ?


You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.


Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.