The approximation of additive functionals of diffusion processes

DOI10.1080/17442509208833755zbMath0753.60070OpenAlexW2023811549MaRDI QIDQ3991743

Lucretiu Stoica

Publication date: 28 June 1992

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509208833755

zbMATH Keywords

differential operatoradditive functionalGreen kerneldown crossing

Mathematics Subject Classification ID

Diffusion processes (60J60) Probabilistic potential theory (60J45) Local time and additive functionals (60J55)

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