Keyword

local time

Description: In probability theory, a stochastic process describing how much time a process spends at a particular state or location.

Primary topic: Stochastic processes and statistical mechanics (39%)

Wikidata ID: wiki/Q3883775

OpenAlex ID: keywords/local-time

Handbook of Brownian Motion — Facts and Formulae

1996 · Andrei N. Borodin, Paavo Salminen · Birkhäuser Basel eBooks · 1,391

Portfolio Selection with Transaction Costs

1990 · M. H. A. Davis, A. R. Norman · Mathematics of Operations Research · 1,317

Stochastic Integration and Differential Equations : A New Approach

2014 · Philip Protter · 686

Modelling and diagnostics of batch processes and analogous kinetic experiments

1998 · Svante Wold, Nouna Kettaneh, et al. · Chemometrics and Intelligent Laboratory Systems · 381

Occupation Densities

1980 · Donald Geman, Joseph Horowitz · The Annals of Probability · 339

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Lévy processes : theory and applications

2001 · Ole E. Barndorff‐Nielsen, Thomas Mikosch, et al. · International Linear Collider · 338

Markov Processes, Gaussian Processes, and Local Times

2006 · Michael B. Marcus, Jay Rosen · Cambridge University Press eBooks · 332

Substorm onset observations by IMAGE‐FUV

2004 · H. U. Frey, S. B. Mende, et al. · Journal of Geophysical Research Atmospheres · 332

Path Decomposition and Continuity of Local Time for One-Dimensional Diffusions, I

1974 · David Williams · Proceedings of the London Mathematical Society · 331

Random Walk in Random and Non-Random Environments

2005 · Pál Révész · WORLD SCIENTIFIC eBooks · 325

Fully Nonparametric Estimation of Scalar Diffusion Models

2003 · Federico M. Bandi, Peter C. B. Phillips · Econometrica · 322

Some solvable stochastic control problemst†

1980 · V. E. Beneš, L. A Shepp, et al. · Stochastics · 316

Stochastic Calculus: A Practical Introduction

1996 · Richard Durrett · CERN Document Server (European Organization for Nuclear Research) · 311

Subordinators: Examples and Applications

1999 · Jean Bertoin · Lecture notes in mathematics · 309

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A new fault-tolerant algorithm for clock synchronization

1988 · Jennifer Lundelius Welch, Nancy Lynch · Information and Computation · 283

Essentials of Brownian Motion and Diffusion

1981 · Frank Knight · Mathematical surveys and monographs · 264

On estimating the diffusion coefficient from discrete observations

1993 · Danielle Florens-Zmirou · Journal of Applied Probability · 258

High Dimensional Probability II

2000 · Giné, Evarist, Mason, David, et al. · Birkhäuser Boston eBooks · 235

A Change-of-Variable Formula with Local Time on Surfaces

2007 · Goran Peskir · Springer eBooks · 227

Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times

1982 · M.T Barlow, M Yor · Journal of Functional Analysis · 204

Plasma sheet access to geosynchronous orbit

1999 · H. Korth, M. F. Thomsen, et al. · Journal of Geophysical Research Atmospheres · 203

Probabilistic and fractal aspects of Lévy trees

2004 · Thomas Duquesne, Jean-François Le Gall · Probability Theory and Related Fields · 199

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Local Nondeterminism and Local Times of Gaussian Processes

1973 · Simeon Berman · Indiana University Mathematics Journal · 189

Fluctuation theory in continuous time

1975 · N. H. Bingham · Advances in Applied Probability · 179

One — dimensional stochastic differential equations involving the local times of the unknown process

1984 · J. F. Le Gall · Lecture notes in mathematics · 178

Works count: 3,166

Citation count: 33,560