Joint continuity and representations of additive functionals of d- dimensional Brownian motion

DOI10.1016/0304-4149(84)90002-4zbMath0543.60080OpenAlexW2021897316MaRDI QIDQ796184

Richard F. Bass

Publication date: 1984

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(84)90002-4

zbMATH Keywords

additive functionalslocal timepotentials

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic integrals (60H05) Local time and additive functionals (60J55)

Related Items

The radial part of Brownian motion. II: Its life and times on the cut locus, Super-Brownian motions in higher dimensions with absolutely continuous measure states, Some self-similar processes related to local times, A representation of local time for Lipschitz surfaces, Deviation inequalities for continuous martingales, Approximation models for the continuous additive functionals of multidimensional Brownian motion, Generalized positive continuous additive functionals of multidimensional Brownian motion and their associated Revuz measures, Continuity of Multidimensional Brownian Local Times, Local times on curves and uniform invariance principles, Plane wave decomposition of even-dimensional Brownian local times

Cites Work

• Additive functionals of the Brownian path
• Generalized Ito's formula and additive functionals of Brownian motion
• Quadratic Variation of Potentials and Harmonic Functions
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