Note on continuous additive functionals of the l-dimensional Brownian path
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Cites work
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Cited in
(14)- Integral of differential forms along the path of diffusion processes
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- Boundary traces of shift-invariant diffusions in half-plane
- The Heston stochastic-local volatility model: efficient Monte Carlo simulation
- On solutions of one-dimensional stochastic differential equations without drift
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- Generalized Ito's formula and additive functionals of Brownian motion
- The Tanaka formula for symmetric stable processes with index \(\alpha\), \(0<\alpha<2\)
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- On a two-dimensional analogue of Tanaka's formula
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