Generalized positive continuous additive functionals of multidimensional Brownian motion and their associated Revuz measures (Q952831)
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scientific article; zbMATH DE number 5366029
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| English | Generalized positive continuous additive functionals of multidimensional Brownian motion and their associated Revuz measures |
scientific article; zbMATH DE number 5366029 |
Statements
Generalized positive continuous additive functionals of multidimensional Brownian motion and their associated Revuz measures (English)
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14 November 2008
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positive continuous additive functional
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local time
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Revuz measure
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Itô-Wiener chaos expansion
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0.846001923084259
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0.8016526699066162
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0.790442705154419
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0.7873935103416443
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0.782166600227356
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