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Teoriya Veroyatnostei i ee Primeneniya, 2003, Volume 48, Issue 1, Pages 43–61
DOI: https://doi.org/10.4213/tvp300
(Mi tvp300)
 

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
References:
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
English version:
Theory of Probability and its Applications, 2004, Volume 48, Issue 1, Pages 63–79
DOI: https://doi.org/10.1137/S0040585X980269
Bibliographic databases:
Language: Russian
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
Citation in format AMSBIB
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\paper Random mappings and a generalized additive functionals of a Wiener process
\jour Teor. Veroyatnost. i Primenen.
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\pages 43--61
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\transl
\jour Theory Probab. Appl.
\yr 2004
\vol 48
\issue 1
\pages 63--79
\crossref{https://doi.org/10.1137/S0040585X980269}
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Linking options:
  • https://www.mathnet.ru/eng/tvp300
  • https://doi.org/10.4213/tvp300
  • https://www.mathnet.ru/eng/tvp/v48/i1/p43
  • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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