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)

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