Pré-Publication, Document De Travail Année : 2013

Local times for functions with finite variation: two versions of Stieltjes change of variables formula

Résumé

We introduce two natural notions for the occupation measure of a function $V$ with finite variation. The first yields a signed measure, and the second a positive measure. By comparing two versions of the change-of-variables formula, we show that both measures are absolutely continuous with respect to Lebesgue measure. Occupation densities can be thought of as local times of $V$, and are described by a Meyer-Tanaka like formula.

Fichier principal
Vignette du fichier
Local_times.pdf (88.73 Ko) Télécharger le fichier
Origine Fichiers produits par l'(les) auteur(s)
Licence
Loading...

Dates et versions

hal-00835685 , version 1 (19-06-2013)
hal-00835685 , version 2 (04-07-2013)

Licence

Identifiants

Citer

Jean Bertoin, Marc Yor. Local times for functions with finite variation: two versions of Stieltjes change of variables formula. 2013. ⟨hal-00835685v2⟩
286 Consultations
607 Téléchargements

Altmetric

Partager

  • More