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

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MR Zbl
We give a complete analytical characterization of the functions transforming reflected Brownian motions to local Dirichlet processes.
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 
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
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