Stochastic calculus for Brownian motion on a Brownian fracture

Annals of Applied Probability

Volumn 9, Issue 3, 1999, Pages 629-667

  Khoshnevisan, Davar ^a   Lewis, Thomas M ^b  

^a UNIVERSITY OF UTAH   (United States)

^b FURMAN UNIVERSITY   (United States)

Author keywords

Brownian motion in random scenery; Excursion theory; Iterated brownian motion; Sample path variations; Stochastic integration

Indexed keywords

EID: 0033249371     PISSN: 10505164     EISSN: None     Source Type: Journal    
DOI: 10.1214/aoap/1029962807     Document Type: Article

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