Summary
The purpose of this paper is to prove an integral representation theorem for continuous additive functionals (of a Hunt process satisfying hypothesis (F)) as integrals of local times (when they exist) with respect to certain measures. The effect of random time changes on the local times and on the integral representation is investigated.
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Research sponsored by the National Science Foundation, GP 5217.
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Griego, R.J. Local times and random time changes. Z. Wahrscheinlichkeitstheorie verw Gebiete 8, 325–331 (1967). https://doi.org/10.1007/BF00531597
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DOI: https://doi.org/10.1007/BF00531597