Nathalie Eisenbaum

Integration with respect to local time

AbstractLet

On the continuity of local times of borel right Markov processes

\left( {L_t^x ;x \in \mathbb{R},t \geqslant 0} \right)

On Itô’s Formula of Föllmer and Protter

be the local time process of a linear Brownian motion B. We integrate the Borel functions on

Local Times of Markov Processes Approximated by a Generalized Iterated Brownian Motion

\mathbb{R}_ \times \mathbb{R}_ +

Another failure in the analogy between Gaussian and semicircle laws

with respect to