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A decomposition result for diffusions

Published online by Cambridge University Press:  01 July 2016

M. Jacobsen
M. Jacobsen*
Affiliation:
University of Copenhagen
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Abstract

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Type
II Contributed Papers
Information
Advances in Applied Probability , Volume 6 , Issue 2 , June 1974 , pp. 222 - 223
Copyright
Copyright © Applied Probability Trust 1974 

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References

[1] Itô, K. and McKean, H. P. Jr. (1965) Diffusion Processes and their Sample Paths. Springer, Berlin.Google Scholar
[2] Williams, D. (1970) Decomposing the Brownian path. Bull. Amer. Math. Soc. 76, 871–873.Google Scholar
[3] Williams, D. (1973) Path decomposition and continuity of local time for one-dimensional diffusions: I. Duplicated report, University College of Swansea.Google Scholar