Generalized positive continuous additive functionals of multidimensional Brownian motion and their associated Revuz measures

DOI10.1016/J.SPA.2007.10.012MaRDI QIDQ952831zbMATH OpenOpenAlexFDO

Authors Hideaki Uemura

Publication date 14 November 2008

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

Full work available at URL https://doi.org/10.1016/j.spa.2007.10.012

zbMATH Keywords

local timeRevuz measurepositive continuous additive functionalItô-Wiener chaos expansion

Mathematics Subject Classification ID

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

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• Random Mappings and a Generalized Additive Functional of a Wiener Process
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• Unrenormalized intersection local time of Brownian motion and its local time representation
• White noise calculus and Fock space

Cited in

(5)

• Positive continuous additive functionals of multidimensional Brownian motion and the Brownian local time
• On a stochastic Fourier coefficient: case of noncausal functions
• Approximation models for the continuous additive functionals of multidimensional Brownian motion
• A representation for positive functionals of a Brownian motion and an application
• Revuz measures, energy functionals and capacities under Girsanov transform induced by \(\alpha\)-excessive function

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