Abstract
Tanaka’s formula and semimartingale local time; occupation density, continuity and approximation; regenerative sets and processes; excursion local time and Poisson process; Ray-Knight theorem; excessive functions and additive functionals; local time at regular point; additive functionals of Brownian motion
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© 1997 Applied Probability Trust
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(1997). Local Time, Excursions, and Additive Functionals. In: Foundations of Modern Probability. Probability and its Applications. Springer, New York, NY. https://doi.org/10.1007/0-387-22704-0_19
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DOI: https://doi.org/10.1007/0-387-22704-0_19
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-94957-4
Online ISBN: 978-0-387-22704-7
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