Tanaka formula for multidimensional Brownian motions
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Publication:1827448
DOI10.1023/B:JOTP.0000020698.51262.24zbMath1055.60073MaRDI QIDQ1827448
Publication date: 6 August 2004
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/b:jotp.0000020698.51262.24
Doob-Meyer decomposition; Malliavin calculus; Tanaka formula; Newtonian potential; Skorokhod integral; generalized Wiener functionals; Meyer-Watanabe spaces; multidimensional Brownian local time
60G15: Gaussian processes
60J65: Brownian motion
60H07: Stochastic calculus of variations and the Malliavin calculus
60J55: Local time and additive functionals
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