Geodesic
Dirichlet functions of reflected Brownian motion
Mathematica Bohemica, Tome 125 (2000) no. 2, pp. 235-247.

Voir la notice de l'article provenant de la source Czech Digital Mathematics Library

We give a complete analytical characterization of the functions transforming reflected Brownian motions to local Dirichlet processes.
DOI : 10.21136/MB.2000.125954
Classification : 60G48, 60H99, 60J65
Keywords: Dirichlet process; local time; reflected Brownian motion 
@article{10_21136_MB_2000_125954,
     author = {Engelbert, Hans-J\"urgen and Wolf, Jochen},
     title = {Dirichlet functions of reflected {Brownian} motion},
     journal = {Mathematica Bohemica},
     pages = {235--247},
     publisher = {mathdoc},
     volume = {125},
     number = {2},
     year = {2000},
     doi = {10.21136/MB.2000.125954},
     mrnumber = {1768811},
     zbl = {0969.60043},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.21136/MB.2000.125954/}
}
TY  - JOUR
AU  - Engelbert, Hans-Jürgen
AU  - Wolf, Jochen
TI  - Dirichlet functions of reflected Brownian motion
JO  - Mathematica Bohemica
PY  - 2000
SP  - 235
EP  - 247
VL  - 125
IS  - 2
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/articles/10.21136/MB.2000.125954/
DO  - 10.21136/MB.2000.125954
LA  - en
ID  - 10_21136_MB_2000_125954
ER  - 
%0 Journal Article
%A Engelbert, Hans-Jürgen
%A Wolf, Jochen
%T Dirichlet functions of reflected Brownian motion
%J Mathematica Bohemica
%D 2000
%P 235-247
%V 125
%N 2
%I mathdoc
%U http://geodesic.mathdoc.fr/articles/10.21136/MB.2000.125954/
%R 10.21136/MB.2000.125954
%G en
%F 10_21136_MB_2000_125954
Engelbert, Hans-Jürgen; Wolf, Jochen. Dirichlet functions of reflected Brownian motion. Mathematica Bohemica, Tome 125 (2000) no. 2, pp. 235-247. doi : 10.21136/MB.2000.125954. http://geodesic.mathdoc.fr/articles/10.21136/MB.2000.125954/

Cité par Sources :