Generalized positive continuous additive functionals of multidimensional Brownian motion and their associated Revuz measures (Q952831)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Generalized positive continuous additive functionals of multidimensional Brownian motion and their associated Revuz measures |
scientific article |
Statements
Generalized positive continuous additive functionals of multidimensional Brownian motion and their associated Revuz measures (English)
0 references
14 November 2008
0 references
positive continuous additive functional
0 references
local time
0 references
Revuz measure
0 references
Itô-Wiener chaos expansion
0 references
0 references
0 references
0 references
0 references
0 references
0 references