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A decomposition result for diffusions
Published online by Cambridge University Press: 01 July 2016
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- Type
- II Contributed Papers
- Information
- Copyright
- Copyright © Applied Probability Trust 1974
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