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

DOI10.1016/0304-4149(84)90002-4MaRDI QIDQ796184zbMATH OpenOpenAlexFDO

Authors Richard F. Bass

Publication date 1984

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

Full work available at URL https://doi.org/10.1016/0304-4149(84)90002-4

zbMATH Keywords

local timeadditive functionalspotentials

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic integrals (60H05) Local time and additive functionals (60J55)

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Cites work

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• Additive functionals of the Brownian path
• Generalized Ito's formula and additive functionals of Brownian motion
• Quadratic Variation of Potentials and Harmonic Functions

Cited in

(19)

• Deviation inequalities for continuous martingales
• scientific article; zbMATH DE number 4102237 (Why is no real title available?)
• Continuity in law of some additive functionals of bifractional Brownian motion
• Some self-similar processes related to local times
• Approximation models for the continuous additive functionals of multidimensional Brownian motion
• Continuity of Multidimensional Brownian Local Times
• The radial part of Brownian motion. II: Its life and times on the cut locus
• A representation of local time for Lipschitz surfaces
• Representations of continuous additive functionals of zero energy via convolution type transforms of brownian local times and the radon transform
• Positive continuous additive functionals of multidimensional Brownian motion and the Brownian local time
• Representations for continuous additive functionals of super-Brownian and super-stable processes
• Plane wave decomposition of odd-dimensional Brownian local times
• Plane wave decomposition of even-dimensional Brownian local times
• Local times on curves and uniform invariance principles
• Generalized positive continuous additive functionals of multidimensional Brownian motion and their associated Revuz measures
• Some theorems concerning extrema of Brownian motion with \(d\)-dimensional time
• The continuity of distribution-valued additive functionals for \(H_1^\beta\)
• Super-Brownian motions in higher dimensions with absolutely continuous measure states
• scientific article; zbMATH DE number 3988405 (Why is no real title available?)

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