Approximation models for the continuous additive functionals of multidimensional Brownian motion

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

zbMATH Keywords

continuous additive functional\(L^ 2\)-approximationmultidimensional Brownian motion

Mathematics Subject Classification ID

Brownian motion (60J65) Local time and additive functionals (60J55)

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Cites work

• scientific article; zbMATH DE number 3960708 (Why is no real title available?)
• scientific article; zbMATH DE number 4064207 (Why is no real title available?)
• scientific article; zbMATH DE number 3446162 (Why is no real title available?)
• scientific article; zbMATH DE number 3206627 (Why is no real title available?)
• scientific article; zbMATH DE number 3272022 (Why is no real title available?)
• A class of Markov processes which admit local times
• Constructions of local time for a Markov process
• Excursions of Brownian motion and bessel processes
• Excursions of a Markov process
• Joint continuity and representations of additive functionals of d- dimensional Brownian motion

Cited in

(1)

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

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