"Local time and intersection local time of stochastic processes: an introduction"
Abstract:
To any Borel function f defined on [0,T] with values in R^d we can associate the push-forward measure μ_f. If A is a Borel subset of R^d then μ_f(A) measures the time spent by f in A. μ_f is called the occupation measure. If this measure is absolutely continuous with respect to Lebesgue measure then the density is called the local time. In this talk I will try to discuss :