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

Citation
J. Glover et al., THE GAUGE THEOREM FOR A CLASS OF ADDITIVE-FUNCTIONALS OF ZERO-ENERGY, Probability theory and related fields, 97(1-2), 1993, pp. 195-210
Citations number
13
Categorie Soggetti
Statistic & Probability","Statistic & Probability
ISSN journal
01788051
Volume
97
Issue
1-2
Year of publication
1993
Pages
195 - 210
Database
ISI
SICI code
0178-8051(1993)97:1-2<195:TGTFAC>2.0.ZU;2-E
Abstract
In earlier works, the gauge theorem was proved for additive functional s 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 prov e that the gauge theorem holds for a large class of additive functiona ls 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 suitab le sense. Our gauge theorem generalizes the earlier versions of the ga uge theorem.