Some remarks on
Séminaire de probabilités de Strasbourg (1993)
- Volume: 27, page 173-176
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topWalsh, John B.. "Some remarks on $A(t,B_t)$." Séminaire de probabilités de Strasbourg 27 (1993): 173-176. <http://eudml.org/doc/113843>.
@article{Walsh1993,
author = {Walsh, John B.},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {local time; decomposition; Brownian motion},
language = {eng},
pages = {173-176},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Some remarks on $A(t,B_t)$},
url = {http://eudml.org/doc/113843},
volume = {27},
year = {1993},
}
TY - JOUR
AU - Walsh, John B.
TI - Some remarks on $A(t,B_t)$
JO - Séminaire de probabilités de Strasbourg
PY - 1993
PB - Springer - Lecture Notes in Mathematics
VL - 27
SP - 173
EP - 176
LA - eng
KW - local time; decomposition; Brownian motion
UR - http://eudml.org/doc/113843
ER -
References
top- [1] Rogers, L.C.G., and Walsh, John B., Local time and stochastic area integrals, Ann. Probability19, 457-482, 1991. Zbl0729.60073MR1106270
- [2] Rogers, L.C.G., and Walsh, John B., The intrinsic local time sheet of Brownian motion. Prob. Th. Rel. Fields88, 363-379, 1991. Zbl0722.60079MR1100897
- [3] Rogers, L.C.G., and Walsh, John B., The exact 4/3-variation of a process arising from Brownian motion. Preprint. Zbl0851.60077MR1378160
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