Generalized Ito's formula and additive functionals of Brownian motion
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Publication:4119922
DOI10.1007/BF00538419zbMATH Open0349.60081WikidataQ29030385 ScholiaQ29030385MaRDI QIDQ4119922FDOQ4119922
Authors: Albert T. Wang 
Publication date: 1977
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
Recommendations
Brownian motion (60J65) Local time and additive functionals (60J55) Probabilistic potential theory (60J45)
Cites Work
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- Note on continuous additive functional of the 1-dimensional Brownian path
Cited In (23)
- 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
- Itô formula for generalized functionals of Brownian bridge
- Towards the validity of Itō's formula for discontinuous functions
- A representation of local time for Lipschitz surfaces
- On Itô's formulae for additive functionals of symmetric diffusion processes
- Généralisation d'un lemme de s. nakao et applications
- On the character of convergence to Brownian local time. I
- Title not available (Why is that?)
- An Itô type formula for the additive stochastic heat equation
- 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
- Distributional It\^o's Formula and Regularization of Generalized Wiener Functionals
- A remark on Itō formula of complex Brownian functionals
- Joint continuity and representations of additive functionals of d- dimensional Brownian motion
- Distribution of integral functionals of a Brownian motion process
- Volatility in options formulae for general stochastic dynamics
- On solutions of one-dimensional stochastic differential equations without drift
- Nash equilibrium in nonzero-sum games of optimal stopping for Brownian motion
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