Some remarks on $A(t,B_t)$

Walsh, John B.

Some remarks on

A (t, B_{t})

Walsh, John B.

Séminaire de probabilités de Strasbourg, Volume 27 (1993), p. 173-176

MR 1308562 | Zbl 0793.60087

@article{SPS_1993__27__173_0,
     author = {Walsh, John B.},
     title = {Some remarks on $A(t,B\_t)$},
     journal = {S\'eminaire de probabilit\'es de Strasbourg},
     publisher = {Springer - Lecture Notes in Mathematics},
     volume = {27},
     year = {1993},
     pages = {173-176},
     zbl = {0793.60087},
     mrnumber = {1308562},
     language = {en},
     url = {http://www.numdam.org/item/SPS_1993__27__173_0}
}

Walsh, John B. Some remarks on $A(t,B_t)$. Séminaire de probabilités de Strasbourg, Volume 27 (1993) , pp. 173-176. http://www.numdam.org/item/SPS_1993__27__173_0/

References

[1] Rogers, L.C.G., and Walsh, John B., Local time and stochastic area integrals, Ann. Probability 19, 457-482, 1991. | MR 1106270 | Zbl 0729.60073

[2] Rogers, L.C.G., and Walsh, John B., The intrinsic local time sheet of Brownian motion. Prob. Th. Rel. Fields 88, 363-379, 1991. | MR 1100897 | Zbl 0722.60079

[3] Rogers, L.C.G., and Walsh, John B., The exact 4/3-variation of a process arising from Brownian motion. Preprint. | MR 1378160