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p-variation for families of local times on lines

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Part of the Lecture Notes in Mathematics book series (SEMPROBAB,volume 1729)

Keywords

  • Brownian Motion
  • Local Time
  • Quadratic Variation
  • Stochastic Calculus
  • Symmetric Stable Process

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References

  1. R. Bass, Joint continuity and representations of additive functionals of d-dimensional Brownian motion, Stochastic Process. Appl. 17 (1984), 211–227.

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  2. N. Bouleau and M. Yor, Sur la variation quadratique de temps locaux de certaines semi-martingales, C. R. Acad. Sc. Paris 292 (1981), 491–492.

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  3. H. Federer, Geometric measure theory, Springer-Verlag, New York, 1969.

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  4. W. Feller, An introduction to probability theory and its applications, vol. ii, John Wiley and Sons, New York, 1971.

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  5. M. Marcus and J. Rosen, p-variation of the local times of symmetric stable processes and of Gaussian processes with stationary increments, Ann. Probab. 20 (1992), 1685–1713.

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  6. E. Perkins, Local time is a semimartingale, Z. Wahrscheinlichkeitstheorie und Verw. Gebiete 60 (1982), 79–117.

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  7. J. Rosen, p-variation of the local times of stable processes and intersection local time, Seminar on Stochastic Processes, 1991 (Boston), Progress in Probability, vol. 33, Birkhauser, Boston, 1993, pp. 157–168.

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© 2000 Springer-Verlag

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Rosen, J., Kaspi, H. (2000). p-variation for families of local times on lines. In: Azéma, J., Ledoux, M., Émery, M., Yor, M. (eds) Séminaire de Probabilités XXXIV. Lecture Notes in Mathematics, vol 1729. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0103802

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  • DOI: https://doi.org/10.1007/BFb0103802

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-67314-9

  • Online ISBN: 978-3-540-46413-6

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