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On continuous local times for functions and random processes: II

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Abstract

We consider continuous real-valued functions and random processes which possess local times continuous in time parameter. We reveal a new property which characterizes these functions, and present a more refined description of supports of some measures generated by local times. We suggest an expansion of those functions into a sum of two terms, where the former one is regular in some sense, and the latter, a perturbing (singular) component.

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References

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Authors and Affiliations

  1. Department of Mathematics, Ufa State Aviation University, Chernyshevskogo, 112, 450000, Ufa, Russia

    F. S. Nasyrov

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  1. F. S. Nasyrov
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Additional information

Supported by the Russian Foundation for Fundamental Research (grant No. 96-01-00096) and by the Bashkirian Academy of Sciences.

Proceedings of the Seminar on Stability Problems for Stochastic Models, Moscow, Russia, 1996, Part I.

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Nasyrov, F.S. On continuous local times for functions and random processes: II. J Math Sci 89, 1524–1534 (1998). https://doi.org/10.1007/BF02362287

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  • DOI: https://doi.org/10.1007/BF02362287

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