Brownian motion and a Tanaka formula in analysis
type: Item
instance of: scholarly article
title: Brownian motion and a Tanaka formula in analysis
zbMATH Open document ID: 0968.42013
DOI: 10.1023/A:1008605917449
author: Lucien Chevalier
published in: Potential Analysis
publication date: 2001-08-28T00:00:00Z
review text: In a previous article [\textit{L. Chevalier}, Adv. Math. 138, No. 1, 182-210 (1998; Zbl 0924.42015)] the author obtained a decomposition of a function \(|f|\) analogous to one proved by H. Tanaka for Brownian martingales. In the present article the author proves this result by probabilistic arguments instead of the analytical methods of the previous paper.
Mathematics Subject Classification ID: 42B20
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 42B30
Mathematics Subject Classification ID: 60G46
zbMATH DE Number: 1507486
zbMATH Keywords: Tanaka formula
zbMATH Keywords: Brownian motion
MaRDI profile type: Publication
full work available at URL: a:1008605917449
OpenAlex ID: W75596318
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description: scientific article; zbMATH DE number 1507486