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Brownian space-time functions of zero quadratic variation depend only on time

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Publication:4243727
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DOI10.1090/S0002-9939-99-04794-2zbMATH Open0928.60064OpenAlexW1707020033MaRDI QIDQ4243727

Patrick J. Fitzsimmons

Publication date: 19 May 1999

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0002-9939-99-04794-2



zbMATH Keywords

Brownian motiontime reversalquadratic variationGirsanov transformation


Mathematics Subject Classification ID

Brownian motion (60J65) Local time and additive functionals (60J55)



Related Items (2)

On Itô's formula for multidimensional Brownian motion ⋮ Estimation of the density of hypoelliptic diffusion processes with application to an extended Itô's formula






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