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WROCŁAW UNIVERSITY
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Contents of PMS, Vol. 18, Fasc. 2,
pages 385 - 397
 

A REPRESENTATION THEOREM FOR CONTINUOUS ADDITIVE FUNCTIONALS OF ZERO QUADRATIC VARIATION

Jochen Wolf

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: -

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