Multiple path integrals
type: Item
instance of: scholarly article
title: Multiple path integrals
zbMATH Open document ID: 0604.60075
DOI: 10.1016/0196-8858(86)90032-1
author: E. B. Dynkin
published in: Advances in Applied Mathematics
publication date: 1986-01-01T00:00:00Z
review text: The notion of additive functional of order k for a Markov process is introduced and studied in a general setting. Usual additive functionals are recovered in the case \(k=1\). An important special case of these generalized additive functionals is the self-intersection local times of Brownian motion, which have been studied in many recent papers. A relationship is described between additive functionals of order k for one process, and additive functionals of k independent processes, which have been studied by the author in a previous paper [J. Funct. Anal. 42, 64- 101 (1981; Zbl 0467.60069)].
Mathematics Subject Classification ID: 60J55
Mathematics Subject Classification ID: 60J25
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 3976041
zbMATH Keywords: additive functional
zbMATH Keywords: self-intersection local times of Brownian motion
reviewed by: J.-F. Le Gall
MaRDI profile type: Publication
full work available at URL: 0196-8858(86)90032-1
OpenAlex ID: W1988458762
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description: scientific article; zbMATH DE number 3976041