Continuity of local times for Markov processes

R. K. Getoor; H. Kesten

Compositio Mathematica (1972)

  • Volume: 24, Issue: 3, page 277-303
  • ISSN: 0010-437X

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Getoor, R. K., and Kesten, H.. "Continuity of local times for Markov processes." Compositio Mathematica 24.3 (1972): 277-303. <http://eudml.org/doc/89122>.

@article{Getoor1972,
author = {Getoor, R. K., Kesten, H.},
journal = {Compositio Mathematica},
language = {eng},
number = {3},
pages = {277-303},
publisher = {Wolters-Noordhoff Publishing},
title = {Continuity of local times for Markov processes},
url = {http://eudml.org/doc/89122},
volume = {24},
year = {1972},
}

TY - JOUR
AU - Getoor, R. K.
AU - Kesten, H.
TI - Continuity of local times for Markov processes
JO - Compositio Mathematica
PY - 1972
PB - Wolters-Noordhoff Publishing
VL - 24
IS - 3
SP - 277
EP - 303
LA - eng
UR - http://eudml.org/doc/89122
ER -

References

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  1. S.M. Berman [1] Gaussian processes with stationary increments: local times and sample function properties, Ann. Math. Stat.41 (1970) 1260-1272. Zbl0204.50501MR272035
  2. R.M. Blumenthal And R.K. Getoor [2] Local times for Markov processes, Z. Wahrscheinlichkeitstheorie verw. Geb.3 (1964) 50-74. Zbl0126.33701MR165569
  3. R.M. Blumenthal And R.K. Getoor [3] Markov processes and potential theory, Academic Press, New York, 1968. Zbl0169.49204MR264757
  4. E.S. Boylan [4] Local times for a class of Markov processes, Ill. J. Math.8 (1964) 19-39. Zbl0126.33702MR158434
  5. L. Breiman [5] Probability, Addison-Wesley Publ. Co., Reading, Mass., 1968. Zbl0174.48801MR229267
  6. J. Bretagnolle [6 ] Résultats de Kesten sur les processus à accroissements indépendants. Lecture Notes in Mathematics, Vol. 191, Springer-Verlag, Berlin (1971) 21-36. MR368175
  7. K.L. Chung [7] A course in probability theory, Harcourt, Brace & World, Inc.New York, 1968. Zbl0159.45701MR229268
  8. L.E. Dubins And D.A. Freedman [8] A sharper form of the Borel-Cantelli lemma and the strong law, Ann. Math. Stat.36 (1965) 800-807. Zbl0168.16901MR182041
  9. A.M. Garsia, E. Rodemich AND H. Rumsey, JR. [9] A real variable lemma and the continuity of paths of some Gaussian processes, Indiana Univ. Math J.20 (1970) 565-578. Zbl0252.60020MR267632
  10. A.M. Garsia [10] Continuity properties of multi-dimensional Gaussian processes, 6th Berkeley Symposium on Math. Stat. and Prob., p. 000, Berkeley1970. Zbl0272.60034
  11. R.K. Getoor [11] Continuous additive functionals of a Markov process with applications to processes with independent increments, J. Math. Anal. Appl.13 (1966) 132-153. Zbl0138.40901MR185663
  12. K. Ito And H.P. McKean, Jr. [12] Diffusion processes and their sample paths, Springer-Verlag, Berlin, 1965. Zbl0127.09503
  13. H. Kesten [13] Hitting probabilities of single points for processes with stationary independent increments, Memoir 93, Am. Math. Soc., 1969. Zbl0186.50202MR272059
  14. P.A. Meyer [14] Sur les lois de certaines functionelles additives; Applications aux temps locaux, Publ. Inst. Stat. Univ. Paris15 (1966) 295-310. Zbl0144.40102MR208679
  15. P.A. Meyer [15] Processus de Markov, Lecture Notes in Mathematics, vol. 26, Springer-Verlag, Berlin, 1967. Zbl0189.51403MR219136
  16. S.C. Port And C.J. Stone [16] The asymmetric Cauchy processes on the line, Ann. Math. Stat.40 (1969) 137-143. Zbl0211.21102MR235619
  17. S.C. Port And C.J. Stone [17] Infinitely divisible processes and their potential theory, Ann. Inst. Fourier21 (1971) 157-257. Zbl0195.47601MR346919
  18. C. Stone [18] The set of zeros of a semistable process, Ill. J. Math.7 (1963) 631-637. Zbl0121.12906MR158439
  19. H.F. Trotter [19] A property of Brownian motion paths, Ill. J. Math.2 (1958) 425-433. Zbl0117.35502MR96311

Citations in EuDML Documents

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  1. Richard F. Bass, Davar Khoshnevisan, Stochastic calculus and the continuity of local times of Lévy processes
  2. Nadine Guillotin-Plantard, Véronique Ladret, Limit theorems for U-statistics indexed by a one dimensional random walk
  3. Nadine Guillotin-Plantard, Véronique Ladret, Limit theorems for U-statistics indexed by a one dimensional random walk
  4. Adriano Garsia, Eugène Rodemich, Monotonicity of certain functionals under rearrangement
  5. R. K. Getoor, P. W. Millar, Some limit theorems for local time
  6. P. J. Fitzsimmons, R. K. Getoor, Limit theorems and variation properties for fractional derivatives of the local time of a stable process

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