Note on continuous additive functional of the 1-dimensional Brownian path
- 1 January 1963
- journal article
- Published by Springer Nature in Probability Theory and Related Fields
- Vol. 1 (3) , 251-257
- https://doi.org/10.1007/bf00532497
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- Diffusion process corresponding to $$\frac{1}{2}\sum {\frac{{\partial ^2 }}{{\partial x^{i2} }}} + \sum {b^i (x)\frac{\partial }{{\partial x^i }}} $$Annals of the Institute of Statistical Mathematics, 1960
- An extended Markov propertyTransactions of the American Mathematical Society, 1957
- Some theorems concerning Brownian motionTransactions of the American Mathematical Society, 1956
- On a Formula Concerning Stochastic DifferentialsNagoya Mathematical Journal, 1951