Abstract
Although we want as usual to focus on the case of linear BM, we shall for a while consider a general Markov process for which we use the notation and results of Chap. III.
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© 1999 Springer-Verlag Berlin Heidelberg
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Revuz, D., Yor, M. (1999). Additive Functionals of Brownian Motion. In: Continuous Martingales and Brownian Motion. Grundlehren der mathematischen Wissenschaften, vol 293. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-06400-9_11
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DOI: https://doi.org/10.1007/978-3-662-06400-9_11
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-08400-3
Online ISBN: 978-3-662-06400-9
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