THE GAUGE THEOREM FOR A CLASS OF ADDITIVE-FUNCTIONALS OF ZERO-ENERGY

被引:2
|
作者
GLOVER, J
RAO, M
SONG, RM
机构
[1] Department of Mathematics, University of Florida, Gainesville, 32611, FL
关键词
D O I
10.1007/BF01199320
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In earlier works, the gauge theorem was proved for additive functionals of Brownian motion of the form integral-t/0 q(B(s))ds, where q is a function in the Kato class. Subsequently, the theorem was extended to additive functionals with Revuz measures mu in the Kato class. We prove that the gauge theorem holds for a large class of additive functionals of zero energy which are, in general, of unbounded variation. These additive functionals may not be semi-martingales, but correspond to a collection of distributions that belong to the Kato class in a suitable sense. Our gauge theorem generalizes the earlier versions of the gauge theorem.
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页码:195 / 210
页数:16
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