Tanaka formula for multidimensional Brownian motions

DOI10.1023/B:JOTP.0000020698.51262.24MaRDI QIDQ1827448zbMATH OpenOpenAlexFDO

Authors Hideaki Uemura

Publication date 6 August 2004

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/b:jotp.0000020698.51262.24

zbMATH Keywords

Malliavin calculusDoob-Meyer decompositionSkorokhod integralNewtonian potentialTanaka formulageneralized Wiener functionalsMeyer-Watanabe spacesmultidimensional Brownian local time

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic calculus of variations and the Malliavin calculus (60H07) Brownian motion (60J65) Local time and additive functionals (60J55)

Recommendations

• scientific article; zbMATH DE number 4036834
• On the generalized Tanaka's formula.
• Brownian motion and a Tanaka formula in analysis
• Positive continuous additive functionals of multidimensional Brownian motion and the Brownian local time
• On the Weighted Local Time and the Tanaka Formula for the Multidimensional Fractional Brownian Motion

Cited in

(12)

• Substitution to parametrized generalized Wiener functionals and pinned Brownian local times
• Brownian motion and a Tanaka formula in analysis
• Sharp adaptive drift estimation for ergodic diffusions: the multivariate case
• Tanaka formula for strictly stable processes
• scientific article; zbMATH DE number 4036834 (Why is no real title available?)
• On the Weighted Local Time and the Tanaka Formula for the Multidimensional Fractional Brownian Motion
• A potential theoretic approach to Tanaka formula for asymmetric Lévy processes
• Tanaka's formula for multiple intersections of planar Brownian motion
• MULTIDIMENSIONAL BIFRACTIONAL BROWNIAN MOTION: ITÔ AND TANAKA FORMULAS
• Distributional It\^o's Formula and Regularization of Generalized Wiener Functionals
• Stochastic processes. Selected papers of Hiroshi Tanaka
• On the generalized Tanaka's formula.

This page was built for publication: Tanaka formula for multidimensional Brownian motions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1827448)