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Additive Functionals of Brownian Motion

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Book cover Continuous Martingales and Brownian Motion

Part of the book series: Grundlehren der mathematischen Wissenschaften ((GL,volume 293))

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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Authors and Affiliations

  1. Département de Mathématiques, Université de Paris VII, 2, Place de Jussieu, F-75251, Paris Cedex 05, France

    Daniel Revuz

  2. Laboratoire de Probabilités, Université Pierre et Marie Curie, 4, Place de Jussieu, Tour 56, F-75252, Paris Cedex 05, France

    Marc Yor

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  1. Daniel Revuz
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  2. Marc Yor
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© 1991 Springer-Verlag Berlin Heidelberg

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Revuz, D., Yor, M. (1991). Additive Functionals of Brownian Motion. In: Continuous Martingales and Brownian Motion. Grundlehren der mathematischen Wissenschaften, vol 293. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-21726-9_11

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  • DOI: https://doi.org/10.1007/978-3-662-21726-9_11

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-662-21728-3

  • Online ISBN: 978-3-662-21726-9

  • eBook Packages: Springer Book Archive

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