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Continuity of multidimensional Brownian local times


Author: Shey Shiung Sheu
Journal: Proc. Amer. Math. Soc. 114 (1992), 821-829
MSC: Primary 60J55; Secondary 60J65
DOI: https://doi.org/10.1090/S0002-9939-1992-1091187-4
MathSciNet review: 1091187
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Abstract: The local time of a multidimensional semimartingle at a hypersurface will be defined via Tanaka's formula. One can define a certain distance between hypersurfaces so that the continuity properties of local time can be discussed when the underlying process is Brownian motion.


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Additional Information

DOI: https://doi.org/10.1090/S0002-9939-1992-1091187-4
Keywords: Brownian motion, local time, Tanaka's formula, modulus of continuity
Article copyright: © Copyright 1992 American Mathematical Society