Related papers: On local time at time varying curve

We prove that, in certain situations, intersection numbers on formal schemes that come in profinite families vary locally constantly in the parameter. To this end, we define the product $S\times M$ of a profinite set $S$ with a locally…

Consider an integral Brakke flow $(\mu_t)$, $t\in [0,T]$, inside some ball in Euclidean space. If $\mu_{0}$ has small height, its measure does not deviate too much from that of a plane and if $\mu_{T}$ is non-empty, then Brakke's local…

We prove that for a so-called sticky process $S$ there exists an equivalent probability $Q$ and a $Q$-martingale $\tilde{S}$ that is arbitrarily close to $S$ in $L^p(Q)$ norm. For continuous $S$, $\tilde{S}$ can be chosen arbitrarily close…

A real harmonizable multifractional stable process is defined, its H\"older continuity and localizability are proved. The existence of local time is shown and its regularity is established.

Quantile clocks are defined as convolutions of subordinators $L$, with quantile functions of positive random variables. We show that quantile clocks can be chosen to be strictly increasing and continuous and discuss their practical modeling…

We consider estimation of quantile curves for a general class of nonstationary processes. Consistency and central limit results are obtained for local linear quantile estimates under a mild short-range dependence condition. Our results are…

This paper is concerned with the evolution dynamics of local times of a spectrally positive stable process in the spatial direction. The main results state that conditioned on the finiteness of the first time at which the local time at zero…

We prove a general result on a relationship between a limit of normalized numbers of interval crossings by a c\`adl\`ag path and an occupation measure associated with this path. Using this result we define local times of fractional Brownian…

We adapt the classical definition of locally stationary processes in discrete-time to the continuous-time setting and obtain equivalent representations in the time and frequency domain. From this, a unique time-varying spectral density is…

In this work, a version of Fermat's principle for causal curves with the same energy in time orientable Finsler spacetimes is proved. We calculate the secondvariation of the {\it time arrival functional} along a geodesic in terms of the…

To relax the apparent tension between nonlocal hidden variables and relativity, we propose that the observable proper time is not the same quantity as the usual proper-time parameter appearing in local relativistic equations. Instead, the…

Many astrophysical phenomena are time-varying, in the sense that their brightness change over time. In the case of periodic stars, previous approaches assumed that changes in period, amplitude, and phase are well described by either…

Carr and Wu (2004), henceforth CW, developed a framework that encompasses almost all of the continuous-time models proposed in the option pricing literature. Their main result hinges on the stopping time property of the time changes, but…

There are investigated problems connected with local and boundary properties of Orlicz--Sobolev classes of finite distortion which are actively studied last time. It is showed that, a locally uniform limit of local homeomorphisms of…

The local Zeta function of a variety encodes important information about the variety. From the works of Weil, Deligne, Dwork, and others, many things are known about the local Zeta function of a smooth projective variety. In this article,…

In 2000, Margulis proved that any group of homeomorphisms of the circle either preserves a probabilty measure on the circle or contains a free subgroup in two generators, which is reminiscent of the Tits alternatve for linear groups. In…

We investigate the almost sure asymptotic properties of vector martingale transforms. Assuming some appropriate regularity conditions both on the increasing process and on the moments of the martingale, we prove that normalized moments of…

We consider a class of fractional time stochastic equation defined on a bounded domain and show that the presence of the time derivative induces a significant change in the qualitative behaviour of the solutions. This is in sharp contrast…

Let $\{L^{x}_{t} ; (x,t)\in R^{1}\times R^{1}_{+}\}$ denote the local time of Brownian motion. Our main result is to show that for each fixed $t$ $${\int (L^{x+h}_t- L^x_t)^3 dx-12h\int (L^{x+h}_t - L^x_t)L^x_t dx-24h^{2}t\over h^2}…

We derive equivalent conditions for the (local) absolute continuity of two laws of semimartingales on random sets. Our result generalizes previous results for classical semimartingales by replacing a strong uniqueness assumption by a weaker…