Generalized Ito's formula and additive functionals of Brownian motion
From MaRDI portal
Publication:4119922
Recommendations
Cites work
- scientific article; zbMATH DE number 3223983 (Why is no real title available?)
- scientific article; zbMATH DE number 3300124 (Why is no real title available?)
- scientific article; zbMATH DE number 3304501 (Why is no real title available?)
- scientific article; zbMATH DE number 3366273 (Why is no real title available?)
- scientific article; zbMATH DE number 3367521 (Why is no real title available?)
- scientific article; zbMATH DE number 3383329 (Why is no real title available?)
- scientific article; zbMATH DE number 3052578 (Why is no real title available?)
- Note on continuous additive functional of the 1-dimensional Brownian path
- Quadratic Variation of Potentials and Harmonic Functions
Cited in
(23)- Nash equilibrium in nonzero-sum games of optimal stopping for Brownian motion
- Generalized positive continuous additive functionals of multidimensional Brownian motion and their associated Revuz measures
- Semimartingales and Markov processes
- On martingale transformations of multidimensional Brownian motion
- Functional equations and martingales
- A representation of local time for Lipschitz surfaces
- Itô formula for generalized functionals of Brownian bridge
- On Itô's formulae for additive functionals of symmetric diffusion processes
- Towards the validity of Itō's formula for discontinuous functions
- On the character of convergence to Brownian local time. I
- Généralisation d'un lemme de s. nakao et applications
- An Itô type formula for the additive stochastic heat equation
- scientific article; zbMATH DE number 4036834 (Why is no real title available?)
- The Ito Formula for Perturbed Brownian Martingales
- Itô's formula for multidimensional convex functions
- On a generalization of the theorem of p. levy
- Rough path properties for local time of symmetric \(\alpha\) stable process
- Joint continuity and representations of additive functionals of d- dimensional Brownian motion
- Distribution of integral functionals of a Brownian motion process
- Distributional It\^o's Formula and Regularization of Generalized Wiener Functionals
- A remark on Itō formula of complex Brownian functionals
- Volatility in options formulae for general stochastic dynamics
- On solutions of one-dimensional stochastic differential equations without drift
This page was built for publication: Generalized Ito's formula and additive functionals of Brownian motion
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4119922)
