2 papers
math.PR2026
Exact moduli of continuity for the local times of Feller Brownian motions
P. J. Fitzsimmons, Jay Rosen
We examine the modulus of continuity, in the spatial variable, of the local time process of Feller Brownian motion (FBM) on the half-line . Briefly, a FBM is a strong M…
math.PR2026
Ray-Knight theorems for the local times of rebirthed Markov processes
P. J. Fitzsimmons, Jay Rosen
We prove generalizations of the first and second Ray-Knight theorems, for a large class of non-symmetric strong Markov processes. These results link the local times of the Markov p…