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Teor. Veroyatnost. i Primenen., 1976, Volume 21, Issue 1, Pages 172–179 (Mi tvp3312)  

Short Communications

On local times for stochastic processes

Yu. A. Davydov

Leningrad

Abstract: A martingale approach is proposed to constructing local times for stochastic processes. It is shown that the local time, if it exists, has a measurable modification. Sufficient conditions for existence of local times are given. A few concrete classes of stochastic processes are considered, existence of local times being proved. For semistable processes with local times the distributions of some additive functionals are investigated.

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English version:
Theory of Probability and its Applications, 1976, 21:1, 171–178

Bibliographic databases:

Received: 21.01.1975

Citation: Yu. A. Davydov, “On local times for stochastic processes”, Teor. Veroyatnost. i Primenen., 21:1 (1976), 172–179; Theory Probab. Appl., 21:1 (1976), 171–178

Citation in format AMSBIB
\Bibitem{Dav76}
\by Yu.~A.~Davydov
\paper On local times for stochastic processes
\jour Teor. Veroyatnost. i Primenen.
\yr 1976
\vol 21
\issue 1
\pages 172--179
\mathnet{http://mi.mathnet.ru/tvp3312}
\mathscinet{http://www.ams.org/mathscinet-getitem?mr=402948}
\zmath{https://zbmath.org/?q=an:0368.60040}
\transl
\jour Theory Probab. Appl.
\yr 1976
\vol 21
\issue 1
\pages 171--178
\crossref{https://doi.org/10.1137/1121018}


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