Random Mappings and a Generalized Additive Functional of a Wiener Process

DOI10.1137/S0040585X980269MaRDI QIDQ4830835zbMATH OpenOpenAlexFDO

Authors A. 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

multiple stochastic integralsadditive functionalsgeneralized Wiener functionals

Mathematics Subject Classification ID

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

Recommendations

• Functionals of random mappings: exact and asymptotic results
• scientific article; zbMATH DE number 2200779
• On functionals of the Wiener process in a Banach space
• A variational representation for random functionals on abstract Wiener spaces
• A functional central limit theorem for random mappings
• Additive functionals and excursions of Kuznetsov processes
• A functional modulus of continuity for a Wiener process

Cited in

(4)

• Generalized positive continuous additive functionals of multidimensional Brownian motion and their associated Revuz measures
• Local times of self-intersection
• Some properties of the Itô-Wiener expansion of the solution of a stochastic differential equation and local times
• scientific article; zbMATH DE number 2046398 (Why is no real title available?)

This page was built for publication: Random Mappings and a Generalized Additive Functional of a Wiener Process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4830835)