Joint continuity and representations of additive functionals of d-dimensional Brownian motion
Conditions are given on a family of measures {[mu]a, 0[less-than-or-equals, slant]a[less-than-or-equals, slant]1} so that the corresponding family {Aat, 0[less-than-or-equals, slant]a[less-than-or-equals, slant]1} of additive functionals of d-dimensional Brownian motion will be jointly continuous in a and t, a.s. This is then used to give a d-dimensional analogue to the representation At = [is proportional to] Lyt[mu](dy) that is valid for one-dimensional Brownian motion, where Lyt is local time at y. In place of local times at points, local times at hyperplanes are used.
Year of publication: |
1984
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Authors: | Bass, Richard |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 17.1984, 2, p. 211-227
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Publisher: |
Elsevier |
Keywords: | additive functionals Radon transform local times potentials stochastic integrals |
Saved in:
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