Approximation models for the continuous additive functionals of multidimensional Brownian motion

DOI10.1016/0304-4149(89)90083-5MaRDI QIDQ910105zbMATH OpenOpenAlexFDO

Authors Vlad Bally

Publication date 1989

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(89)90083-5

zbMATH Keywords

\(L^ 2\)-approximationcontinuous additive functionalmultidimensional Brownian motion

Mathematics Subject Classification ID

Local time and additive functionals (60J55) Brownian motion (60J65)

Review text

By summing a family of ``local processes over the representing measure of a continuous additive functional, the author defines a general approximation model for the CAF's of the \(d\)-dimensional Brownian motion (\(d\geq 3)\). Analogues to the classical approximation theorems for 1- dimensional Brownian motion are obtained. The approximation obtained is in \(L^ 2\).

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Cites work

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• Joint continuity and representations of additive functionals of d- dimensional Brownian motion

Cited in

(1)

• Joint continuity and representations of additive functionals of d- dimensional Brownian motion

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