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Some remarks on A(t, B t)

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Séminaire de Probabilités XXVII

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1557))

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References

  1. Rogers, L. C. G. and Walsh, John B., Local time and stochastic area integrals, Ann. Probability 19, 457–482, 1991.

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  2. Rogers, L. C. G., and Walsh, John B., The intrinsic local time sheet of Brownian motion. Prob. Th. Rel. Fields 88, 363–379, 1991.

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  3. Rogers, L. C. G., and Walsh, John B., The exact 4/3-variation of a process arising from Brownian motion. Preprint.

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Authors and Affiliations

  1. University of British Columbia, USA

    John B. Walsh

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  1. John B. Walsh
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© 1993 Springer-Verlag

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Walsh, J.B. (1993). Some remarks on A(t, B t). In: Séminaire de Probabilités XXVII. Lecture Notes in Mathematics, vol 1557. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0087973

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  • DOI: https://doi.org/10.1007/BFb0087973

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-57282-4

  • Online ISBN: 978-3-540-48034-1

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