Tanaka formula for multidimensional Brownian motions
DOI10.1023/B:JOTP.0000020698.51262.24zbMATH Open1055.60073OpenAlexW2022331322MaRDI QIDQ1827448FDOQ1827448
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
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
Malliavin calculusDoob-Meyer decompositionSkorokhod integralNewtonian potentialTanaka formulageneralized Wiener functionalsMeyer-Watanabe spacesmultidimensional Brownian local time
Gaussian processes (60G15) Stochastic calculus of variations and the Malliavin calculus (60H07) Brownian motion (60J65) Local time and additive functionals (60J55)
Cited In (12)
- Brownian motion and a Tanaka formula in analysis
- Tanaka formula for strictly stable processes
- Sharp adaptive drift estimation for ergodic diffusions: the multivariate case
- Title not available (Why is that?)
- 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
- MULTIDIMENSIONAL BIFRACTIONAL BROWNIAN MOTION: ITÔ AND TANAKA FORMULAS
- Tanaka's formula for multiple intersections of planar Brownian motion
- Distributional It\^o's Formula and Regularization of Generalized Wiener Functionals
- Stochastic processes. Selected papers of Hiroshi Tanaka
- Substitution to parametrized generalized Wiener functionals and pinned Brownian local times
- 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)
