@article{SPS_1985__19__63_0, author = {Salminen, Paavo}, title = {On local times of a diffusion}, journal = {S\'eminaire de probabilit\'es de Strasbourg}, volume = {19}, year = {1985}, pages = {63-79}, mrnumber = {889468}, zbl = {0569.60074}, language = {en}, url = {http://dml.mathdoc.fr/item/SPS_1985__19__63_0} }
Salminen, Paavo. On local times of a diffusion. Séminaire de probabilités de Strasbourg, Tome 19 (1985) pp. 63-79. http://gdmltest.u-ga.fr/item/SPS_1985__19__63_0/
[1] En quise d'introduction. Société Mathématique de France, Astérisque 52-53 (1978), 3-16. | MR 509476
et :[2] Markov Processes and Potential Theory. Academic Press, New York (1968). | MR 264757 | Zbl 0169.49204
and :[3] Semimartingales and Markov processes. Z. Wahrscheinlichkeitstheorie verw. Gebiete 54 (1980), 161-219. | MR 597337 | Zbl 0443.60074
, , and :[4] Capacités et processus stochastiques. Springer Verlag, Berlin-Heidelberg-New York (1972). | MR 448504 | Zbl 0246.60032
:[5] Stochastic differential equations and Diffusion Processes. North-Holland/Kodansha, Amsterdam-Oxford-New York/ Tokyo (1981). | MR 637061 | Zbl 0495.60005
and :[6] Diffusion Processes and their sample paths. Springer Verlag, Berlin-Heidelberg-New York (1974). | MR 345224 | Zbl 0127.09503
and :[7] Calcul Stochastique et Problèmes de Martingales, Lecture notes in Mathematics 714. Springer-Verlag, Berlin-Heidelberg-New York (1979). | MR 542115 | Zbl 0414.60053
:[8] Application de la Theorie du Grossissement a l'etude des temps locaux Browniens. Université Pierre et Marie Curie, Laboratoire de Probabilités (Report).
:[9] Un cours sur les intégrales stochastiques, Séminaire de Probabilités X, Lecture notes in Mathematics 511, Springer Verlag, Berlin-Heidelberg-New York (1976),246-400. | Numdam | MR 501332 | Zbl 0374.60070
:[10] Bessel processes and infinitely divisible laws; Stochastic integrals, Proc. LMS Durham Symp. 1981, Lecture notes in Mathematics 851. Springer-Verlag, Berlin-Heidelberg-New York (1981), 285-370. | MR 620995 | Zbl 0469.60076
and :[11] On decomposition theorems of Meyer. Mathematica Scandinavica 24 (1969), 66-78. | MR 275510 | Zbl 0193.45501
:[12] One-dimensional diffusions and their exit spaces. To appear in Mathematica Scandinavica. | MR 757463 | Zbl 0557.60062
:[13] Optimal stopping of one-dimensional diffusions. Submitted for publication.
:[14] A diffusion with a discontinuous local time. Société Mathématique de France, Astérisque 52-53 (1978), 37-46.
:[15] Diffusions, Markov processes, and Martingales. John Wiley and Sons, Chichester-New York-Brisbane-Toronto (1979). | MR 531031 | Zbl 0402.60003
: