Geodesic
Local sojourn time of diffusion and degenerating processeson a mobile surface
Teoriâ veroâtnostej i ee primeneniâ, Tome 43 (1998) no. 2, pp. 226-247
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The existence of the local sojourn time on the surface is established for multi-dimensional Ito processes, and equations are derived for probability distributions. An explicit formula of the type of the Tanaka formula is obtained for local time. Local time continuity is established. The limiting properties of the local time are investigated for degenerating diffusion.
Keywords: local time, diffusion degeneration.
Mots-clés : diffusion processes 
@article{TVP_1998_43_2_a1,
     author = {N. G. Dokuchaev},
     title = {Local sojourn time of diffusion and degenerating processeson a~mobile surface},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {226--247},
     year = {1998},
     volume = {43},
     number = {2},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1998_43_2_a1/}
}
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N. G. Dokuchaev. Local sojourn time of diffusion and degenerating processeson a mobile surface. Teoriâ veroâtnostej i ee primeneniâ, Tome 43 (1998) no. 2, pp. 226-247. http://geodesic.mathdoc.fr/item/TVP_1998_43_2_a1/