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Stochastic calculus and the continuity of local times of Lévy processes

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Book cover Séminaire de Probabilités XXVI

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1526))

Research partially supported by NSF grant DMS-8822053

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References

  1. M. T. Barlow, Continuity of local times for Lévy processes. Z. f. Wahrsch. 69 (1985) 23–35.

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Authors and Affiliations

  1. Department of Mathematics, University of Washington, 98195, Seattle, WA, USA

    Richard Bass & Davar Khoshnevisan

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  1. Richard Bass
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  2. Davar Khoshnevisan
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Jacques Azéma Marc Yor Paul André Meyer

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© 1992 Springer-Verlag

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Bass, R., Khoshnevisan, D. (1992). Stochastic calculus and the continuity of local times of Lévy processes. In: Azéma, J., Yor, M., Meyer, P.A. (eds) Séminaire de Probabilités XXVI. Lecture Notes in Mathematics, vol 1526. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0084306

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  • DOI: https://doi.org/10.1007/BFb0084306

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-56021-0

  • Online ISBN: 978-3-540-47342-8

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