scientific article

Publication date: 5 June 1993

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Brownian motion local time Feynman-Kac formula Girsanov theorem martingale problem Haar functions comparison of solutions Stochastic differential equations Doob- Meyer decomposition semimartingales related to the Brownian motion

Mathematics Subject Classification ID

Brownian motion (60J65) Local time and additive functionals (60J55) Stochastic analysis (60Hxx) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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