Math Problems Vault
β
Favorites
Topics
/
Probability & Statistics
/
Stochastic processes
/
Stochastic calculus
/
Itô calculus
Local time
[
45
/
16%
]
Subtopics
Additive functionals of Markov processes
[
8
/
13%
]
Brownian excursions
[
7
/
29%
]
One-dimensional diffusions, scale and speed
[
7
/
0%
]
Basic properties of Brownian local time
[
5
/
0%
]
Ray-Knight theorems
[
5
/
0%
]
Tanaka formula
[
4
/
25%
]
Support of local time on the level set it corresponds to
[
3
/
33%
]
The inverse local time is a Levy process
[
3
/
33%
]
Quadratic covariation and smoothing lemmas underlying the Tanaka formula
[
2
/
0%
]
Skorokhod reflection problem
[
1
/
100%
]