The gauge theorem for a class of additive functionals of zero energy (Q1326248): Difference between revisions

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Latest revision as of 14:54, 22 May 2024

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The gauge theorem for a class of additive functionals of zero energy
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    The gauge theorem for a class of additive functionals of zero energy (English)
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    24 July 1994
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    In earlier works, the gauge theorem was proved for additive functionals of Brownian motion of the form \(\int^ t_ 0 q(B_ s)ds\), where \(q\) is a function in the Kato class. Subsequently, the theorem was extended to additive functionals with Revuz measures \(\mu\) in the Kato class. We prove that the gauge theorem holds for a large class of additive functionals of zero energy which are, in general, of unbounded variation. These additive functionals may not be semi-martingales, but correspond to a collection of distributions that belong to the Kato class in a suitable sense. Our gauge theorem generalizes the earlier versions of the gauge theorem.
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    additive functionals of Brownian motion
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    additive functionals
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    semi- martingales
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    gauge theorem
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