Inversion formulae for characteristic functionals of stochastic processes

DOI10.2307/1970091MaRDI QIDQ774893zbMATH OpenOpenAlexFDO

Authors R. H. Cameron, M. D. Donsker

Publication date 1959

Published in Annals of Mathematics. Second Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1970091

zbMATH Keywords

probability theory

Cited in

(5)

• Frechet-Volterra variational equations, boundary value problems, and function space integrals
• Green’s Functions For Generalized Schroedinger Equations
• Generalizations of P. Levy's inversion theorem
• Approximate computation of characteristic functionals of some classes of probability measures
• The Laplace transform of the integrated Volterra Wishart process

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