𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Generalized Ito's formula and additive functionals of Brownian motion

✍ Scribed by Albert T. Wang


Publisher
Springer
Year
1977
Tongue
English
Weight
279 KB
Volume
41
Category
Article
ISSN
1432-2064

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Representations for continuous additive
✍ Stephen M. Krone πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 546 KB

We study a class of continuous additive functionals for super-Brownian and super-stable processes. These are given in terms of a Tanaka-like formula that generalizes the one for local times. We give representations for these additive functionals in terms of the corresponding local times. As an examp