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An Extension of Local Time. / Ibragimov, I. A.; Smorodina, N. V.; Faddeev, M. M.

In: Journal of Mathematical Sciences (United States), Vol. 258, No. 6, 15.10.2021, p. 838-844.

Research output: Contribution to journal › Article › peer-review

Harvard

Ibragimov, IA, Smorodina, NV & Faddeev, MM 2021, 'An Extension of Local Time', Journal of Mathematical Sciences (United States), vol. 258, no. 6, pp. 838-844. https://doi.org/10.1007/s10958-021-05583-0

APA

Ibragimov, I. A., Smorodina, N. V., & Faddeev, M. M. (2021). An Extension of Local Time. Journal of Mathematical Sciences (United States), 258(6), 838-844. https://doi.org/10.1007/s10958-021-05583-0

Vancouver

Ibragimov IA, Smorodina NV, Faddeev MM. An Extension of Local Time. Journal of Mathematical Sciences (United States). 2021 Oct 15;258(6):838-844. https://doi.org/10.1007/s10958-021-05583-0

Author

Ibragimov, I. A. ; Smorodina, N. V. ; Faddeev, M. M. / An Extension of Local Time. In: Journal of Mathematical Sciences (United States). 2021 ; Vol. 258, No. 6. pp. 838-844.

BibTeX

@article{a2f91ecd5efa4b5a84b3f464d4ff976b,
title = "An Extension of Local Time",
abstract = "In this paper, we construct an analog of local time for an arbitrary L{\'e}vy process with finite second moment. When our process is a Wiener process, this object coincides with the local time.",
author = "Ibragimov, {I. A.} and Smorodina, {N. V.} and Faddeev, {M. M.}",
note = "Ibragimov, I.A., Smorodina, N.V. & Faddeev, M.M. An Extension of Local Time. J Math Sci 258, 838–844 (2021). https://proxy.library.spbu.ru:2060/10.1007/s10958-021-05583-0",
year = "2021",
month = oct,
day = "15",
doi = "10.1007/s10958-021-05583-0",
language = "English",
volume = "258",
pages = "838--844",
journal = "Journal of Mathematical Sciences",
issn = "1072-3374",
publisher = "Springer Nature",
number = "6",

}

RIS

TY - JOUR

T1 - An Extension of Local Time

AU - Ibragimov, I. A.

AU - Smorodina, N. V.

AU - Faddeev, M. M.

N1 - Ibragimov, I.A., Smorodina, N.V. & Faddeev, M.M. An Extension of Local Time. J Math Sci 258, 838–844 (2021). https://proxy.library.spbu.ru:2060/10.1007/s10958-021-05583-0

PY - 2021/10/15

Y1 - 2021/10/15

N2 - In this paper, we construct an analog of local time for an arbitrary Lévy process with finite second moment. When our process is a Wiener process, this object coincides with the local time.

AB - In this paper, we construct an analog of local time for an arbitrary Lévy process with finite second moment. When our process is a Wiener process, this object coincides with the local time.

UR - http://www.scopus.com/inward/record.url?scp=85117121307&partnerID=8YFLogxK

UR - https://www.mendeley.com/catalogue/4db3a2ed-e0a3-3b1b-a754-62a694be5a83/

U2 - 10.1007/s10958-021-05583-0

DO - 10.1007/s10958-021-05583-0

M3 - Article

AN - SCOPUS:85117121307

VL - 258

SP - 838

EP - 844

JO - Journal of Mathematical Sciences

JF - Journal of Mathematical Sciences

SN - 1072-3374

IS - 6

ER -

ID: 87937073