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Local time and Tanaka formula for the -Brownian motion

✍ Scribed by Qian Lin


Book ID
119299517
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
310 KB
Volume
398
Category
Article
ISSN
0022-247X

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Local time and Tanaka formula for a mult
✍ José A. López-Mimbela; José Villa Morales 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 204 KB

## Abstract In [3] Dynkin defined the local time of a continuous superprocess as a stochastic integral and gave a criterion for existence of local time. Here we prove that the conditions in Dynkin's existence criterion are satisfied by the multitype Dawson–Watanabe superprocess, and give a Tanaka f