Brownian motion, reflection groups and Tanaka formula

DOI10.4171/RSMUP/127-3zbMath1263.60074arXiv1101.0522OpenAlexW2031477275MaRDI QIDQ442626

Nizar Demni, Dominique Lépingle

Publication date: 3 August 2012

Published in: Rendiconti del Seminario Matematico della Università di Padova (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1101.0522

zbMATH Keywords

reflectionBrownian motionlocal timesTanaka's formula

Mathematics Subject Classification ID

Brownian motion (60J65) Martingales with continuous parameter (60G44) Local time and additive functionals (60J55)

Related Items (1)

First hitting time of the boundary of a wedge of angle $\pi/4$ by a radial Dunkl process

Cites Work

• The Lamperti correspondence extended to Lévy processes and semi-stable Markov processes in locally compact groups

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