Generalized positive continuous additive functionals of multidimensional Brownian motion and their associated Revuz measures (Q952831): Difference between revisions

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Property / DOI: 10.1016/j.spa.2007.10.012 / rank
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Property / full work available at URL: https://doi.org/10.1016/j.spa.2007.10.012 / rank
 
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Property / OpenAlex ID: W1991154075 / rank
 
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Latest revision as of 09:48, 10 December 2024

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Generalized positive continuous additive functionals of multidimensional Brownian motion and their associated Revuz measures
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    Generalized positive continuous additive functionals of multidimensional Brownian motion and their associated Revuz measures (English)
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    14 November 2008
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    positive continuous additive functional
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    local time
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    Revuz measure
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    Itô-Wiener chaos expansion
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