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On a representation of local martingale additive functionals of symmetric diffusions

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Part of the Lecture Notes in Mathematics book series (LNM,volume 851)

Keywords

  • Brownian Motion
  • Dirichlet Form
  • Additive Functional
  • Finite Energy
  • Local Martingale

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References

  1. S. Albeverio, R. Hoegh-Krohn and L. Streit, Energy forms, Hamiltonians, and distorted Brownian paths, J. Math. Phys., 18(1977), 907–917.

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  4. P.A. Meyer, Intégrales stochastiques, III, Séminaire de Probabilité I, Lecture Notes in Math., Vol. 39, Springer-Verlag, 1967.

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  5. P. A. Meyer, Martingales local fonctionneles additives I, Sémnaire de Probabilités XII, Lecture Notes in Math., Vol. 649, Springer-Verlag.

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  7. A. D. Wentzell, Additive functionals of multidimensional Wiener process, D.A.H. CCCP, 139 (1961), 13–16.

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© 1981 Springer-Verlag

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Fukushima, M. (1981). On a representation of local martingale additive functionals of symmetric diffusions. In: Williams, D. (eds) Stochastic Integrals. Lecture Notes in Mathematics, vol 851. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0088725

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  • DOI: https://doi.org/10.1007/BFb0088725

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-10690-6

  • Online ISBN: 978-3-540-38613-1

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