Random Mappings and a Generalized Additive Functional of a Wiener Process

DOI10.1137/S0040585X980269zbMath1057.60075OpenAlexW1987180352MaRDI QIDQ4830835

Andrey A. Dorogovtsev, Vladimir V. Bakun

Publication date: 16 December 2004

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x980269

zbMATH Keywords

additive functionalsmultiple stochastic integralsgeneralized Wiener functionals

Mathematics Subject Classification ID

Operations with distributions and generalized functions (46F10) White noise theory (60H40) Local time and additive functionals (60J55)

Related Items (3)

Some properties of the Itô-Wiener expansion of the solution of a stochastic differential equation and local times ⋮ Local times of self-intersection ⋮ Generalized positive continuous additive functionals of multidimensional Brownian motion and their associated Revuz measures

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