On some Fourier aspects of the construction of certain Wiener integrals

DOI10.1016/J.SPA.2006.06.002zbMATH Open1113.60055OpenAlexW2043783397MaRDI QIDQ873603FDOQ873603

Francis Hirsch, Marc Yor, Yuu Hariya, Tadahisa Funaki

Publication date: 29 March 2007

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2006.06.002

zbMATH Keywords

quadratic formstempered distributionsoptimal boundsWiener integrals

Mathematics Subject Classification ID

Diffusion processes (60J60) Brownian motion (60J65) Stochastic integrals (60H05)

Cites Work

• On the construction of Wiener integrals with respect to certain pseudo-Bessel processes
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Cited In (1)

• On the construction of Wiener integrals with respect to certain pseudo-Bessel processes

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