Geodesic
On local times for stochastic processes
Teoriâ veroâtnostej i ee primeneniâ, Tome 21 (1976) no. 1, pp. 172-179 Cet article a éte moissonné depuis la source Math-Net.Ru

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A martingale approach is proposed to constructing local times for stochastic processes. It is shown that the local time, if it exists, has a measurable modification. Sufficient conditions for existence of local times are given. A few concrete classes of stochastic processes are considered, existence of local times being proved. For semistable processes with local times the distributions of some additive functionals are investigated. 
@article{TVP_1976_21_1_a17,
     author = {Yu. A. Davydov},
     title = {On local times for stochastic processes},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {172--179},
     year = {1976},
     volume = {21},
     number = {1},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1976_21_1_a17/}
}
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Yu. A. Davydov. On local times for stochastic processes. Teoriâ veroâtnostej i ee primeneniâ, Tome 21 (1976) no. 1, pp. 172-179. http://geodesic.mathdoc.fr/item/TVP_1976_21_1_a17/