The approximation of additive functionals of diffusion processes

DOI10.1080/17442509208833755MaRDI QIDQ3991743zbMATH OpenOpenAlexFDO

Authors Lucretiu Stoica

Publication date 28 June 1992

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442509208833755

zbMATH Keywords

additive functionaldifferential operatordown crossingGreen kernel

Mathematics Subject Classification ID

Probabilistic potential theory (60J45) Local time and additive functionals (60J55) Diffusion processes (60J60)

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