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The Semimartingale Structure of Reflecting Brownian Motion - MaRDI portal

The Semimartingale Structure of Reflecting Brownian Motion (Q3469990)

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English
The Semimartingale Structure of Reflecting Brownian Motion
scientific article

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    DOI
    10.2307/2047960
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    publication date
    1990
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    Mathematics Subject Classification ID
    60J65
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    60J35
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    60J50
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    zbMATH DE Number
    4137145
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    zbMATH Keywords
    reflecting Brownian motion
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    Sobolev space
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    additive functional
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    surface measure
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    OpenAlex ID
    W4235634666
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    title
    The Semimartingale Structure of Reflecting Brownian Motion (English)
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