Illinois Journal of Mathematics · 1963 · 183 citations · 8 references
EngineeringMathematicsPhysicsDiscrete MathematicsProbability TheoryStochastic ProcessesBirth-death ProcessesContinuous-time Stochastic ProcessesDiffusion ProcessesLimit TheoremsMarkov ProcessesRandom WalksLocal Limit Theorems For Random WalksLocal TimeMarkov Diffusion ProcessesRandom Walk Limit TheoremsStochastic Birth-death ProcessesTheoretical ProbabilityWeak Convergence Of Stochastic Processes
state space is discrete, the local time is simply the (normalized) occupation time.
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Limit Theorems for Stochastic Processes
A. V. Skorokhod · Theory of Probability and Its Applications · 1956 · 901 citations
A property of Brownian motion paths
H. F. Trotter · Illinois Journal of Mathematics · 1958 · 145 citations · Full text
Semi-Stable Stochastic Processes
John Lamperti · Transactions of the American Mathematical Society · 1962 · 66 citations · Full text