Divergence, convergence and moments of some integral functionals of diffusions

DOI10.1007/BF00532237zbMATH Open0548.60075MaRDI QIDQ3339894FDOQ3339894

Authors: M. Musiela 

Publication date: 1985

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

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zbMATH Keywords

hitting timesadditive functionals

Mathematics Subject Classification ID

Diffusion processes (60J60) Local time and additive functionals (60J55)

Cites Work

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Cited In (4)

• Title not available (Why is that?)
• Some problems on the convergence of distributional Denjoy integral
• Divergence theorems in path space. III: Hypoelliptic diffusions and beyond
• Moment explosions in stochastic volatility models

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