Add to ORKGAbstract. We study continuous additive functionals of zero quadratic variation of strong Markov continuous local martingales by means of stochastic calculus. We show that they admit a represen-tation as a stochastic integral with respect to local time in the sense d Bouleau and Yor. I. Introduction. In the theory of Markov processes additive functionals are an important tool and have been studied intensively. For a detailed treatise we refer to the books by Blumenthal and Getoor [2] and Sharpe [20]. A particular challenge consists in finding powerful representations of ad-ditive functionals, thus facilitating related stochastic calculus. An importan
AbstractLet M be a 4N-integrable, real-valued continuous N-parameter strong martingale. Burkholder's...
We give necessary and sufficient conditions in order that exponentials of additive functionals of Ma...
In this paper we define a new type of quadratic variation for cylindrical continuous local martingal...
Abstract. In this paper, we present two related results. First, we shall obtain a sufficient conditi...
This note develops shortly the theory of time-inhomogeneous additive functionals and is a useful sup...
40 pages, 3 figuresInternational audienceRecently, a new approach in the fine analysis of stochastic...
40 pages, 3 figuresInternational audienceRecently, a new approach in the fine analysis of stochastic...
In this paper we study the relation between different quadratic variations associated with a two-par...
In this paper we prove that every random variable of the form $F(M_T)$ with $F:\real^d \to\real$ a B...
AbstractRecently, a new approach in the fine analysis of sample paths of stochastic processes has be...
The book presents an in-depth study of arbitrary one-dimensional continuous strong Markov processes ...
We study representations of a random variable $\xi$ as an integral of an adapted process with respec...
In this note we develop the theory of stochastic integration w.r.t. continuous local martingales usi...
In this note we develop the theory of stochastic integration w.r.t. continuous local martingales usi...
AbstractIn this paper we study the relation between different quadratic variations associated with a...
AbstractLet M be a 4N-integrable, real-valued continuous N-parameter strong martingale. Burkholder's...
We give necessary and sufficient conditions in order that exponentials of additive functionals of Ma...
In this paper we define a new type of quadratic variation for cylindrical continuous local martingal...
Abstract. In this paper, we present two related results. First, we shall obtain a sufficient conditi...
This note develops shortly the theory of time-inhomogeneous additive functionals and is a useful sup...
40 pages, 3 figuresInternational audienceRecently, a new approach in the fine analysis of stochastic...
40 pages, 3 figuresInternational audienceRecently, a new approach in the fine analysis of stochastic...
In this paper we study the relation between different quadratic variations associated with a two-par...
In this paper we prove that every random variable of the form $F(M_T)$ with $F:\real^d \to\real$ a B...
AbstractRecently, a new approach in the fine analysis of sample paths of stochastic processes has be...
The book presents an in-depth study of arbitrary one-dimensional continuous strong Markov processes ...
We study representations of a random variable $\xi$ as an integral of an adapted process with respec...
In this note we develop the theory of stochastic integration w.r.t. continuous local martingales usi...
In this note we develop the theory of stochastic integration w.r.t. continuous local martingales usi...
AbstractIn this paper we study the relation between different quadratic variations associated with a...
AbstractLet M be a 4N-integrable, real-valued continuous N-parameter strong martingale. Burkholder's...
We give necessary and sufficient conditions in order that exponentials of additive functionals of Ma...
In this paper we define a new type of quadratic variation for cylindrical continuous local martingal...