ISSN:
1432-2064
Schlagwort(e):
60J65
;
60J55
;
60J57
Quelle:
Springer Online Journal Archives 1860-2000
Thema:
Mathematik
Notizen:
Summary In earlier works, the gauge theorem was proved for additive functionals of Brownian motion of the form ∫ 0 t q(B s )ds, whereq is a function in the Kato class. Subsequently, the theorem was extended to additive functionals with Revuz measures μ in the Kato class. We prove that the gauge theorem holds for a large class of additive functionals of zero energy which are, in general, of unbounded variation. These additive functionals may not be semi-martingales, but correspond to a collection of distributions that belong to the Kato class in a suitable sense. Our gauge theorem generalizes the earlier versions of the gauge theorem.
Materialart:
Digitale Medien
URL:
http://dx.doi.org/10.1007/BF01199320
Permalink
