Approximation models for the continuous additive functionals of multidimensional Brownian motion
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Publication:910105
DOI10.1016/0304-4149(89)90083-5zbMATH Open0695.60078OpenAlexW2032965010MaRDI QIDQ910105FDOQ910105
Authors: Vlad Bally 
Publication date: 1989
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(89)90083-5
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Cites Work
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- Excursions of Brownian motion and bessel processes
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- Excursions of a Markov process
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- A class of Markov processes which admit local times
- Joint continuity and representations of additive functionals of d- dimensional Brownian motion
- Constructions of local time for a Markov process
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