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This article is cited in 3 scientific papers (total in 3 papers)
Random mappings and a generalized additive functionals of a Wiener process
A. A. Dorogovtsev, V. V. Bakunin Institute of Mathematics, Ukrainian National Academy of Sciences
Abstract:
The definition of a generalized additive homogeneous functional of a Wiener process is introduced. It is shown that a generalized functional is uniquely specified by its characteristics. In this case the functions from the Schwartz space $S^*$ of slowly growing generalized functions play the role of generating functions.
Keywords:
generalized Wiener functionals, multiple stochastic integrals, additive functionals.
Received: 20.04.2000
Citation:
A. A. Dorogovtsev, V. V. Bakunin, “Random mappings and a generalized additive functionals of a Wiener process”, Teor. Veroyatnost. i Primenen., 48:1 (2003), 43–61; Theory Probab. Appl., 48:1 (2004), 63–79
Linking options:
https://www.mathnet.ru/eng/tvp300https://doi.org/10.4213/tvp300 https://www.mathnet.ru/eng/tvp/v48/i1/p43
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Abstract page: | 403 | Full-text PDF : | 174 | References: | 67 |
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