| Title:
|
Dirichlet functions of reflected Brownian motion (English) |
| Author:
|
Engelbert, Hans-Jürgen |
| Author:
|
Wolf, Jochen |
| Language:
|
English |
| Journal:
|
Mathematica Bohemica |
| ISSN:
|
0862-7959 (print) |
| ISSN:
|
2464-7136 (online) |
| Volume:
|
125 |
| Issue:
|
2 |
| Year:
|
2000 |
| Pages:
|
235-247 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
We give a complete analytical characterization of the functions transforming reflected Brownian motions to local Dirichlet processes. (English) |
| Keyword:
|
Dirichlet process |
| Keyword:
|
local time |
| Keyword:
|
reflected Brownian motion |
| MSC:
|
60G48 |
| MSC:
|
60H99 |
| MSC:
|
60J65 |
| idZBL:
|
Zbl 0969.60043 |
| idMR:
|
MR1768811 |
| DOI:
|
10.21136/MB.2000.125954 |
| . |
| Date available:
|
2009-09-24T21:42:58Z |
| Last updated:
|
2020-07-29 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/125954 |
| . |
| Reference:
|
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| Reference:
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| . |
