-variation for families of local times on lines
Séminaire de probabilités de Strasbourg (2000)
- Volume: 34, page 171-184
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topKaspi, 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>.
@article{Kaspi2000,
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},
}
TY - JOUR
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 -
References
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- 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. E. Perkins, Local time is a semimartingale, Z. Wahrscheinlichkeitstheorie und Verw. Gebiete60 (1982), 79-117. Zbl0468.60070MR661760
- 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
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