A REPRESENTATION THEOREM FOR CONTINUOUS ADDITIVE
FUNCTIONALS OF ZERO QUADRATIC VARIATION
Abstract: We study continuous additive functional of zero quadratic variation of strong
Markov continuous local martingales by means of stochastic calculus. We show that they
admit a representation as a stochastic integral with respect to local time in the sense of
Bouleau and Yor.
2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;
Key words and phrases: -