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Proceedings of the American Mathematical Society

Published by the American Mathematical Society since 1950, Proceedings of the American Mathematical Society is devoted to shorter research articles in all areas of pure and applied mathematics.

ISSN 1088-6826 (online) ISSN 0002-9939 (print)

The 2020 MCQ for Proceedings of the American Mathematical Society is 0.85.

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Continuity of multidimensional Brownian local times
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by Shey Shiung Sheu PDF
Proc. Amer. Math. Soc. 114 (1992), 821-829 Request permission

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
  • © Copyright 1992 American Mathematical Society
  • 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