Brownian motion and a Tanaka formula in analysis (Q1579900)

In a previous article [\textit{L. Chevalier}, Adv. Math. 138, No. 1, 182-210 (1998; Zbl 0924.42015)] the author obtained a decomposition of a function \(|f|\) analogous to one proved by H. Tanaka for Brownian martingales. In the present article the author proves this result by probabilistic arguments instead of the analytical methods of the previous paper.