Stochastic analysis and local times for (N,d)-Wiener process
type: Item
instance of: scholarly article
title: Stochastic analysis and local times for (N,d)-Wiener process
zbMATH Open document ID: 0531.60057
author: P. Imkeller
published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
publication date: 1984-01-01T00:00:00Z
full work available at URL: http://www.numdam.org/item
full work available at URL: https://eudml.org/doc/77225
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 60G60
zbMATH DE Number: 3842905
zbMATH Keywords: local times
zbMATH Keywords: Wong's and Zakai's calculus
zbMATH Keywords: Tanaka-like formulas
zbMATH Keywords: Burkholder's inequality
zbMATH Keywords: Kolmogorov's continuity criterion
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 3842905