Quadratic variation of functionals of Brownian motion

DOI10.1214/aop/1176995717zbMath0382.60089OpenAlexW2073764889MaRDI QIDQ1247687

Albert T. Wang

Publication date: 1977

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176995717

Mathematics Subject Classification ID

Brownian motion (60J65) Martingales with continuous parameter (60G44) Sample path properties (60G17) Stochastic integrals (60H05) Local time and additive functionals (60J55)

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Quadratic Integration of Gaussian Processes ⋮ Semimartingales and Markov processes

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