- 作者: 許世雄
- 作者服務機構: 國立清華大學應用數學研究所
- 中文摘要: 本文討論布朗與擴散局部時間對時間及狀態之連續性,並且說明鞅之方法不合適。
- 英文摘要: In this paper, we discuss(1) a Holder condition for the Brownian local time by means of the Tanakaformula, (2) an exponential bound for the tail probability of the maximal Brownian local time, and (3)the joint continuity of diffusion local times. We also indicate that the Martingale approach to the diffusionlocal times is sometimes inappropriate.
- 中文關鍵字: Brownian motion; diffuion; local time; Tanaka's formula
- 英文關鍵字: --