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Teoriya Veroyatnostei i ee Primeneniya, 1961, Volume 6, Issue 4, Pages 430–439 (Mi tvp4799)  
Short Communications

Additive Functionals of the Brownian Movement Process

A. V. Skorokhod

Kiev
Full-text PDF (939 kB)
Abstract: In this article it is established that under certain general conditions the additive functional of the process of Brownian motion is given by formula (1).
Received: 02.02.1961
English version:
Theory of Probability and its Applications, 1961, Volume 6, Issue 4, Pages 396–404
DOI: https://doi.org/10.1137/1106052
Document Type: Article
Language: Russian
Citation: A. V. Skorokhod, “Additive Functionals of the Brownian Movement Process”, Teor. Veroyatnost. i Primenen., 6:4 (1961), 430–439; Theory Probab. Appl., 6:4 (1961), 396–404
Citation in format AMSBIB
\Bibitem{Sko61}
\by A.~V.~Skorokhod
\paper Additive Functionals of the Brownian Movement Process
\jour Teor. Veroyatnost. i Primenen.
\yr 1961
\vol 6
\issue 4
\pages 430--439
\mathnet{http://mi.mathnet.ru/tvp4799}
\transl
\jour Theory Probab. Appl.
\yr 1961
\vol 6
\issue 4
\pages 396--404
\crossref{https://doi.org/10.1137/1106052}
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