On the divergence of certain integrals of the Wiener process

DOI10.5802/AIF.512MaRDI QIDQ2265746zbMATH OpenOpenAlexFDO

Authors Hiroshi Ezawa, Larry Shepp, J. R. Klauder

Publication date 1974

Published in Annales de l’institut Fourier (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=AIF_1974__24_2_189_0, https://eudml.org/doc/74171

Mathematics Subject Classification ID

Markov processes (60J99)

Cites work

• scientific article; zbMATH DE number 3478195 (Why is no real title available?)
• scientific article; zbMATH DE number 3206627 (Why is no real title available?)
• Equivalent Gaussian Measures with a Particularly Simple Radon-Nikodym Derivative
• Radon-Nikodym Derivatives of Gaussian Measures
• Sojourn times of diffusion processes

Cited in

(4)

• On a zero-one law for the norm process of transient random walk
• Representations of Pauli-Fierz type models by path measures
• Non-negative Feynman-Kac kernels in Schrödinger's interpolation problem
• On the Behaviour of Certain Bessel Functional. An Application to a Class of Stochastic Differential Equations

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