An extension of local time
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 28, Tome 486 (2019), pp. 148-157
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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.
@article{ZNSL_2019_486_a7,
author = {I. A. Ibragimov and N. V. Smorodina and M. M. Faddeev},
title = {An extension of local time},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {148--157},
publisher = {mathdoc},
volume = {486},
year = {2019},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2019_486_a7/}
}
I. A. Ibragimov; N. V. Smorodina; M. M. Faddeev. An extension of local time. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 28, Tome 486 (2019), pp. 148-157. http://geodesic.mathdoc.fr/item/ZNSL_2019_486_a7/