Teoriya Veroyatnostei i ee Primeneniya
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Teor. Veroyatnost. i Primenen.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Teoriya Veroyatnostei i ee Primeneniya, 1998, Volume 43, Issue 2, Pages 226–247
DOI: https://doi.org/10.4213/tvp1463 (Mi tvp1463) 		 
This article is cited in 1 scientific paper (total in 1 paper)

Local sojourn time of diffusion and degenerating processeson a mobile surface

N. G. Dokuchaev

St. Petersburg State University, Research Institute of Mathematics and Mechanics
Full-text PDF (1068 kB) Citations (1)
DOI: https://doi.org/10.4213/tvp1463
Abstract: The existence of the local sojourn time on the surface is established for multi-dimensional Ito processes, and equations are derived for probability distributions. An explicit formula of the type of the Tanaka formula is obtained for local time. Local time continuity is established. The limiting properties of the local time are investigated for degenerating diffusion.
Keywords: local time, diffusion processes, diffusion degeneration.
Received: 20.01.1997
English version:
Theory of Probability and its Applications, 1999, Volume 43, Issue 2, Pages 171–188
DOI: https://doi.org/10.1137/S0040585X97976817
Bibliographic databases:
Language: Russian
Citation: N. G. Dokuchaev, “Local sojourn time of diffusion and degenerating processeson a mobile surface”, Teor. Veroyatnost. i Primenen., 43:2 (1998), 226–247; Theory Probab. Appl., 43:2 (1999), 171–188
Citation in format AMSBIB
\Bibitem{Dok98}
\by N.~G.~Dokuchaev
\paper Local sojourn time of diffusion and degenerating processeson a~mobile surface
\jour Teor. Veroyatnost. i Primenen.
\yr 1998
\vol 43
\issue 2
\pages 226--247
\mathnet{http://mi.mathnet.ru/tvp1463}
\crossref{https://doi.org/10.4213/tvp1463}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=1679001}
\zmath{https://zbmath.org/?q=an:0981.60071}
\transl
\jour Theory Probab. Appl.
\yr 1999
\vol 43
\issue 2
\pages 171--188
\crossref{https://doi.org/10.1137/S0040585X97976817}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000083189300001}
Linking options:
  • https://www.mathnet.ru/eng/tvp1463
  • https://doi.org/10.4213/tvp1463
  • https://www.mathnet.ru/eng/tvp/v43/i2/p226
    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2025