scientific article; zbMATH DE number 836636
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Publication:4861752
zbMath0844.60049MaRDI QIDQ4861752
Hans-Jürgen Engelbert, Wolfgang M. Schmidt
Publication date: 14 August 1996
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
continuous local martingalesadditive functionals of Brownian motionrepresentation theorem for additive functionals
Brownian motion (60J65) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60) Local time and additive functionals (60J55)
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