The occupation time of a measurable set through time is . The occupation-times formula expresses such integrals through local time of a semimartingale. Recurrence and the Strong Markov property imply that one-dimensional Brownian motion spends an unbounded total time in every nonempty open interval.
For a continuous semimartingale with local time of a semimartingale ,for every nonnegative measurable function .
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