Some limit theorems for local time

R. K. Getoor; P. W. Millar

Compositio Mathematica (1972)

  • Volume: 25, Issue: 2, page 123-134
  • ISSN: 0010-437X

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Getoor, R. K., and Millar, P. W.. "Some limit theorems for local time." Compositio Mathematica 25.2 (1972): 123-134. <http://eudml.org/doc/89136>.

@article{Getoor1972,
author = {Getoor, R. K., Millar, P. W.},
journal = {Compositio Mathematica},
language = {eng},
number = {2},
pages = {123-134},
publisher = {Wolters-Noordhoff Publishing},
title = {Some limit theorems for local time},
url = {http://eudml.org/doc/89136},
volume = {25},
year = {1972},
}

TY - JOUR
AU - Getoor, R. K.
AU - Millar, P. W.
TI - Some limit theorems for local time
JO - Compositio Mathematica
PY - 1972
PB - Wolters-Noordhoff Publishing
VL - 25
IS - 2
SP - 123
EP - 134
LA - eng
UR - http://eudml.org/doc/89136
ER -

References

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  1. R.M. Blumenthal AND R.K. Getoor [1] Local times for Markov processes. Zeit. für Wahr.3, 50-74 (1964). Zbl0126.33701MR165569
  2. [2] Markov Processes and Potential Theory. Academic Press, New York, 1968. Zbl0169.49204MR264757
  3. J. Bretagnolle [3 ] Résultats de Kesten sur les processus a accroisements indépendantes. Séminaire de Probabilités V, Springer Lecture Notes, vol. 191, 21-36 (1971). MR368175
  4. J.L. Doob [4] Stochastic Processes. Wiley, New York, 1953. Zbl0053.26802MR58896
  5. R.K. Getoor AND H. Kesten [5 ] Continuity of local times for Markov processes. To appear in Compositio Mathematica. Zbl0293.60069MR310977
  6. R. Griego [6] Local time as a derivative of occupation times. Ill. J. Math.11, 54-63 (1967). Zbl0178.20401MR205324
  7. K. Ito And H.P. Mc Kean [7] Diffusion Processes and their Sample Paths. Springer, Berlin, 1965. Zbl0127.09503
  8. P. Lévy [8] Construction du processus du W. Feller et H. P. McKean en partant du mouvement Brownien. Probability and Statistics (the Harald Cramer volume) Stockholm1959. Zbl0201.50101MR107905
  9. P.A. Meyer [9] Probability and Potentials. Ginn (Blaisdell) Boston, Mass.1966. Zbl0138.10401MR205288
  10. [10] Sur les lois de certaines fonctionelles additives: Applications aux temps locaux. Publ. Inst. Statist. Univ. Paris15, 295-310 (1966). Zbl0144.40102MR208679
  11. [11] Intégrales stochastiques I, II, III, IV. Seminaire de ProbabilitiésI, Université de Strasbourg (Springer Lecture Notes) 72-162 (1967). Zbl0157.25001MR231445
  12. S. Port AND C. Stone [12] Infinitely divisible processes and their potential theory. To appear in Ann. Inst. Fourier. Zbl0215.53401MR346919
  13. S. Watanabe [13] On discontinuous additive functionals and Lévy measures of a Markov process. Japan J. Math.3453-70 (1964). Zbl0141.15703MR185675

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