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

✍ Scribed by Richard Bass


Publisher
Elsevier Science
Year
1984
Tongue
English
Weight
708 KB
Volume
17
Category
Article
ISSN
0304-4149

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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