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Theory of Stochastic Processes, 2014, Volume 19(35), Issue 1, Pages 46–51 (Mi thsp5)  
On Ornshtein-Uhlenbeck's measure of a Hilbert ball in the space of continuous functions

M. M. Osypchuka, M. I. Portenkob

a Vasyl Stefanyk PreCarpathian National University
b Institute of Mathematics of Ukrainian National Academy of Sciences
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Abstract: An explicit formula for the characteristic function of the $L_2$-norm of a path of the Ornshtein-Uhlenbeck process is established and some application of the result is given.
Keywords: Wiener process, Ornshtein-Uhlenbeck process, Cameron-Martin formula.
Bibliographic databases:
Document Type: Article
MSC: Primary 60J60; Secondary 60G07
Language: English
Citation: M. M. Osypchuk, M. I. Portenko, “On Ornshtein-Uhlenbeck's measure of a Hilbert ball in the space of continuous functions”, Theory Stoch. Process., 19(35):1 (2014), 46–51
Citation in format AMSBIB
\Bibitem{OsyPor14}
\by M.~M.~Osypchuk, M.~I.~Portenko
\paper On Ornshtein-Uhlenbeck's measure of a Hilbert ball in the space of continuous functions
\jour Theory Stoch. Process.
\yr 2014
\vol 19(35)
\issue 1
\pages 46--51
\mathnet{http://mi.mathnet.ru/thsp5}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3337133}
\zmath{https://zbmath.org/?q=an:1313.60141}
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