I. A. Ibragimov, N. V. Smorodina, M. M. Faddeev, “An extension of local time”, Zap. Nauchn. Sem. POMI, 2019, Volume 486,Pages <nobr>148

This article is cited in 2 papers

An extension of local time

I. A. Ibragimov^ab, N. V. Smorodina^ab, M. M. Faddeev^ab

^a St. Petersburg Department of Steklov Mathematical Institute of Russian Academy of Sciences
^b Saint Petersburg State University

Abstract: In this paper we construct an analog of a local time for an arbitrary Levy process with the finite second moment. When our process is a Wiener process this object coincides with the local time.

Key words and phrases: random processes, Levy processes, local time.

UDC: 519.2

Received: 29.10.2019