Generalized Ito's formula and additive functionals of Brownian motion
- 1 January 1977
- journal article
- research article
- Published by Springer Nature in Probability Theory and Related Fields
- Vol. 41 (2) , 153-159
- https://doi.org/10.1007/bf00538419
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- Stochastic Differential EquationsPublished by Springer Nature ,1972
- Quadratic variation of potentials and harmonic functionsTransactions of the American Mathematical Society, 1970
- Note on continuous additive functional of the 1-dimensional Brownian pathProbability Theory and Related Fields, 1963