AN EXTENSION OF LOCAL TIME

I. A. Ibragimov; N. V. Smorodina; M. M. Faddeev

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AN EXTENSION OF LOCAL TIME

机译：当地时间的延伸

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In this paper, we construct an analog of local time for an arbitrary LÃ©vy process with finite second moment. When our process is a Wiener process, this object coincides with the local time.

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《Journal of Mathematical Sciences》 |2021年第6期|838-844|共7页
作者
I. A. Ibragimov; N. V. Smorodina; M. M. Faddeev;
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St.Petersburg State University;

St.Petersburg State University;

St.Petersburg State University;

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AN EXTENSION OF LOCAL TIME

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