Local times and random time changes |
| |
| Authors: | Richard J Griego |
| |
| Institution: | (1) Department of Mathematics and Statistics, University of New Mexico, 87106 Albuquerque, New Mexico, USA |
| |
| Abstract: | Summary The purpose of this paper is to prove an integral representation theorem for continuous additive functionals (of a Hunt process satisfying hypothesis (F)) as integrals of local times (when they exist) with respect to certain measures. The effect of random time changes on the local times and on the integral representation is investigated.Research sponsored by the National Science Foundation, GP 5217. |
| |
| Keywords: | |
| 本文献已被 SpringerLink 等数据库收录！ |
|
